A couple weeks ago, I wrote about how I finished Oblivion, did everything in the game worth getting points for (which is a good distance short of doing everything doable in the game). Now, being that I'm pretty good with it, I thought I'd pass along some helpful hints on how to play the game better. Now, this isn't a guide - go to GameFAQs for those. A guide is strict and technical. This'll just be a casual read, an overview.
First of all, the key to beating any RPG, with little exception, is to use a fighter. Mastering an RPG requires you to be a little more creative, and use a rogue (thief) or mage/wizard, and that's where the challenge is. Fighters don't need to be all that creative. Now, Oblivion is very great with character creation. For race, which you choose at the start, look very closely at Nords, Orcs, and Redguards. These guys are built for action. Look at their bonuses and penalties and see which fits you better. (Unlike in Lord of the Rings, Dungeons & Dragons, and other media, Orcs are not villains in this game. They're like Klingons in recent Star Trek series - rough but still civilized. And socially acceptable.)
As for class, which you choose after the Emperor dies, go custom. For focus, you can choose between offense, defense, and sneak. Maybe not those exact words... choose offense. Then you get to choose a couple stats to get bonuses in. Strength is obvious. Look at Endurance and Speed and pick one. Endurance for being a stronger fighter, and Speed for being a quicker one.
Next you can choose seven attributes. You can raise the others all you want, but raising the main seven is what gets you up in levels, so choose wisely. While you can raise Athletics just by running and swimming and Acrobatics just by jumping, you want to think about balance. The higher your level is, the better the loot will be, but also, the stronger NPCs, including enemies will be as well. Don't make worthless choices (like Alteration - useful for a wizard, but not a fighter) but don't make easy choices. Look at Armorer. You get experience by fixing your weapons and armor. At high levels you can fix magic stuff, which you'll get a lot of. If you repair after every encounter, you will go up quickly, but you don't need to. So you have good control over your leveling. I recommend Armorer, if you couldn't tell. Next pick one kind of armor. Heavy weighs more and protects more. Light, same in reverse. It does you no good to pick both because you'll want to wear all light or all heavy to get bonuses in the skill. If you picked Speed as an attribute, pick Light; if you picked Endurance, go for Heavy. Now pick a weapon type - Blade or Blunt. Swords are quick, axes and hammers are slow, but do a little more damage. Blade gets my recommendation. (There's also Marksman if you want to use a bow and arrow, but a Fighter shouldn't rely on that.) Blocking is good to have. Despite what I said earlier, Acrobatics is not bad, but it does tempt one to jump everywhere (which is faster than running anyway). Even if you're not a wizard, Alchemy is great. Not only can you sell potions for profit, but you can make poisons you can apply to your weapons for one use. Just "use" the poison and it will coat your current weapon with it (but only for one strike, so make it count).
A Redguard with a custom class specializing in Offense, getting bonuses in Strength and Endurance, and having Acrobatics, Armorer, Heavy Armor, Blade, Alchemy, and two others that you think you might use will give you a good place to start.
In the beginning of the game, you've got to escape from the dungeon. It isn't too hard if you're a Fighter. The hardest part is the little Goblin community. Rogues and mages must be clever, but Fighters just roll on through. I didn't even know it was hard until I brought a rogue through. Remember, take out the shaman (mage) second, archers third, and everybody else last. First? Well, anyone who gets in your way you take out first. You don't need somebody hitting you from behind.
Once you're out of the dungeon, the main quest should not be hard. However, understanding its effects on you and the world are important. At some point after you start it, gates to Oblivion will begin opening all around Tamriel (the country you're in). At some point, Martin (the Emperor's bastard son) will ask you to complete one of the dozen or so Daedric (demonic) quests and give the reward to him (so he can complete a ceremony -- he won't give it back). Lastly, once you complete the main quest, all of the Oblivion gates close. Those Oblivion gates are annoying, so if you'd rather not mess with them, set the main quest aside. Just know that it will be harder at higher levels.
The best place to start is the Fighters' Guild. Fighters' Guilds in any city not called Anvil or Cheydinhal will send you to those towns. Cheydinhal will send you to Anvil. So make your way straight to Anvil. (The Mages' Guild can be joined in any city that has one; if you're on the Xbox 360, you might as well join Anvil's and get your 10 Gamerscore.) Around Anvil, talking to people will get you various quests from the townspeople. Go ahead and take them. An early Fighters' Guild quest will earn you the permanent respect of a dockside merchant, but he can only give you up to 800 gold per transaction. Get in good with the guy in town, the Peacemakers place, right inside the north gate and to the left. He only deals in weapons and armor though, but he will also train your Armorer skill. The second-cheapest house in the game is in Anvil, too. 5,000 gold and it's yours, do a quest to get it fully furnished. Using Anvil as a base of operations will carry you through much of the game, though if you stick with the Fighters' Guild, you'll eventually move your game northeast to Chorrol. The house there is much nicer, but worth it. (Also, the shop to the left of the south gate has a quest that will get you in good with the owner, so there's that as well.)
The Dark Brotherhood, a fraternity of killers, is also a good place for a Fighter to learn, and has some of the best missions in the game. Simply take one innocent life to get started. Go to sleep, and you'll be visited in the night and given a dagger. Kill who they tell you to and sleep again. You'll be told how to join. That's all easier than it sounds. Killing anybody gets you an immediate bounty of 1,000 gold, whether anyone saw you do it or not. The only exception is when the game tells you to take a life, and those kills will not get you into the Dark Brotherhood. If you can't pay the bounty, you go to jail and lose a lot of skill points, so that is not good. Raid a few forts, Ayleid temples, or caves, loot what's worth something, and sell it to the stores that like you and have a lot of money to spend. Save up 1,000 gold. Find somebody and get their name. Look them up on UESP.net and make sure they don't have a quest associated with them. Kill them creatively, then turn yourself in. Pay the gold and be on your way.
Being a Fighter does not exclude you from joining the Mages' Guild or even becoming Arch-Mage. In fact, the "last boss" in the Mages' Guild story is very easy if you're a Fighter. He's a good spell caster, but a few good hits brings him down. He wears a robe. Just hack him down. If you're on the Xbox 360, this gets you about 130 Gamerscore (from joining to becoming Arch-Mage). The Mages' Guild is the slowest to allow you to advance, at first, as you have to do a quest for each town before advancing in rank once. Still, once you join the Mages' Guild, you can steal anything you want out of their Guild Halls (with the exception of one desk in each, I think) and make a ton of money. Really, there's no reason not to join. (Don't steal at all from the Thieves' Guild or the Dark Brotherhood though. Or from individual Mages.)
The best part of being a Fighter is the Arena. Travel to the easternmost district of the Imperial City, the Arena District. Go into the Colosseum, hang a left, go into the training area, and in the "side" training area, talk to the guy on the far right. The really rude guy. Join and fight. None of the fights will challenge you if you know how to fight. Once you'll fight two sisters, and twice you'll fight three people. Not a problem. The only challenging fight is the very last one, against the Grand Champion. My rogue beat him, so it's not hard, just harder than the others. However, if you get in good with the Grand Champion early, he will give you a quest. I won't spoil it for you, but if you do the quest for him, he will train you in three fighting areas (Block, Hand to Hand, and Blade, if I remember right) and when you go to fight him, he's a pushover. Easiest fight by far. But only if you do his quest, which is not hard.
The Arena will teach you a lot about fighting. It's simple really. Get a one-handed sword and a good shield. Come into the center of the arena and watch your opponent. Do the opposite - if he comes in swinging, block. If he doesn't, get him with a quick jab, but block early in any case. Once he hits you and you block it, lower your guard and wail on him. 2-3 hits is good. Once he's ready to deliver another blow, block again. Rinse and repeat. You'll get a feel for how many hits you can get in before needing to block again. Once you win, if you lost more than a third of your health, rest for one hour. That will refill your health. Healing magic and spells are good, too. Bear in mind that blocking and getting hit will increase your blocking skill, and getting hit without blocking will increase your armor skill, if you're wearing all heavy or all light armor. (You must wear Arena armor, which includes footwear, but you can use whatever helmet, gauntlets, and shield you like.) And naturally you will increase your blade or blunt skill with each blow landed.
If you are low level when you start the Arena, you may likely gain 1-3 levels just doing the Arena. Also, the Arena is open from 9am to 9pm. If you get there right at 9am, and don't do the Grand Champion's quest, and never rest, it is entirely possible to complete the entire Arena quest in one day in game time. In real time, about 30-45 minutes. (130 Gamerscore in 45 minutes, vs. my wife getting 25 Gamerscore for playing all 84 of the songs in Rock Band 2 on Expert Vocals for six hours without a break is not a bad deal! Just don't tell her I said so.) However, the Grand Champion's quest is worth doing for the training alone. Never mind that he throws the match.
Be warned, however, that completing the Arena gets you a groupie who will pledge his allegiance to you and follow you anywhere you like, and stay anywhere you like. (Search YouTube for "oblivion adoring fan" for creative ways people have killed him.) However, later, when you're building an army for the main quest, the Adoring Fan comes in handy - as cannon fodder.
The Fighter is the easiest way to play Oblivion, but don't let that stop you from playing a rogue or a mage if that's what you like. Each class has its advantages; the Fighter's are just more straightforward and obvious. This is also the first in a series of "closer looks" at Oblivion. I mainly had this, and a guide on illegal activities planned. Maybe I'll do another one, like on side quests or something. If you liked this and/or it helped you, please drop me a thank-you in the comments. If you want to host it, in full or in part, you can do so as long as you link back here and don't change anything. (I'm going to license the text of my blog under a Creative Commons license (BY-SA-NC) soon, but until I do that, well, that's pretty much what it is. Not interested in submitting it to gaming sites (they probably have better guides) but if you run or represent one, I don't care if you do it, just don't charge for access (ads are fine).