I started in Morrowind, too. My advice, buy the cheap apartments in other zones that are open to you, use those to port to those zones, and start with the content there. Or you can use the boats in the harbor. Alik'r Desert and Deshaan come to mind. Auridon was super-easy, too, and had sensibly-located wayshrines. I felt the early-game content was much easier there then it was in Morrowind.

You don't have to do the quests in order, nothing will get screwed up, unless you are a lore junkie. There is the same number of quests, give or take, in every major zone. The more compact and older areas are easier and quicker to get skill points through overland quests and skyshards.

Vvardenfell had a lot of spread-out content and annoying terrain, especially for a new player who is unfamiliar with how the game works. To compound the issue, a lot of quests you get in Vivec City are geared towards having you explore the island, so they will have you fetch things from the furthest reaches. And the final straw was that new players do not have speedy mounts to cut that travel time or avoid the glut of critters that seem to attack you around every turn. I STILL hate those stupid Nix-hounds.

Getting to Cyrodiil (player vs player) when at level 10, each PvP level will give you a skillpoint too. First few levels can be gained relatively fast. That is, if you fancy a lil PvP ofcourse.