Main Quest

Morrowinds first task after character creation is to bring a package to Caius Cosades in Balmora, Caius Cosades' House. When you do that is up to you. Just don't loose the bk_a1_1_caiuspackage.

When you speak with Caius Cosades he tells you about some trainers of the Blades you can use:

Trainer Location Gift Skills
Tyermaillin Balmora, Tyermaillin's House Journeyman's Alembic Enchant (50) Mysticism (50) Restoration (50)
Rithleen Balmora, Rithleen's House Steel Cuirass, Steel Helm Long Blade (58) Block (50) Medium Armor (50)
Nine-Toes Balmora, Nine-Toes' House 4x Moon Sugar Athletics (54) Illusion (50) Sneak (50)
Elone Seyda Neen, Arrille's Tradehouse Guide to Vvardenfell Long Blade (62) Athletics (52) Medium Armor (52)
Surane Leoriane Caldera, Surane Leoriane's House Recommends Llaros Uvayn at Caldera Governor's Hall Mysticism (54) Restoration (54) Destruction (50)
Sjorvar Horse-Mouth West Gash Region, [-5,4] Recommends Galbedir at Balmora Mages Guild Axe (50) Blunt Weapon (50) Long Blade (50)
Gildan Ald-ruhn, Gildan's House Recommends Wayn at Balmora Fighters Guild Alteration (53) Mysticism (53) Illusion (50)

Quests

Character Creation
Report to Caius Cosades
Caius Cosades in Balmora, Caius Cosades' House
Antabolis Informant Gra-Muzgob Informant Vivec Informants Zainsubani Informant Meet Sul-Matuul Sixth House Base Corprus Cure Mehra Milo and the Lost Prophecies
Nibani Maesa at Urshilaku Camp, Wise Woman's Yurt
The Path of the Incarnate
Hortator
Redoran Hortator Hlaalu Hortator Telvanni Hortator
Nerevarine
Urshilaku Nerevarine Ahemmusa Nerevarine Zainab Nerevarine Erabenimsun Nerevarine

Fun Fact: You can beat the main quest without ever starting it.