I've had Oblivion for about two years now, originally for PC (although I barely ever played; I don't think I ever even bothered going past the starting Sewer part of the questline) but now for Xbox (the PC I have now has an incompatible graphics card).
I've been playing for maybe an hour or two per day for a week now but a lot of that is spent procrastinating, so I'm only level 2. I've made myself a Redguard Combat class very similar to the Warrior class; I'm governed by Strength and Endurance, my Major skills are Acrobatics, Athletics, Blade, Block, Blunt, Heavy Armour and and Light Armour, and I was born under the sign of the Warrior. Even though I'm only level 2 I'm running around with the Blades set of armour on combined with Fin Gleam, and I'm on the step of the main quest where I need to get a Daedric artifact for Martin.
It's struck me though after glancing around at different forums that I may have been playing the game in a completely "wrong" way; as far as I can tell I'm definitely not levelling properly, and I may have gone about my Major skills all wrong. I've pretty much discarded the various guilds/side-quests and just barrelled on with the Main Quest, but I doubt this is the route to success? I'd really appreciate some advice on tactics and strategy for creating and playing a pure Combat class, without much (if any) use of magic, so if anyone would be willing to help me out here, that would be great. I'm willing to start again if I have to; I'm quite a perfectionist, so I'd like to do this as effectively as possible and not go about the game in completely the wrong way!
tl;dr - Pure combat class, how should I go about major/minor skills/the game in general (should I branch out (if so, how?) rather than just do the main quest)?