Well, Morrowind is a very freeform game, and it takes a while untill you're ready for the main storyline. What you should try is to go to Balmora, join one of the guilds, and do guild quests. Morrowind isn't one of those completely linear games where you rush through to get all the story, it's a game with depth; Morrowind is a game where the story is found throughout the world, and you'll only get the whole picture by slowing down and interacting with the world. There's no rush to amass great wealth and grind through your levels, because there's 3 times more things to do than you need to get that wealth and power just sitting there for the taking and another 2 if you look for them.