Oblivion is a huge game, capable of wasting... er, devouring hundreds of hours of your life. The Main Quest absolutely pales in comparison to all of the other quests and events you can find yourself involved in, not to mention freeform exploration. Therefore, these brief tips will cover your general adventuring and not merely your "Main Quest." The tips are ordered by category:

Character Building

Read the Character Guide for useful tips on how to create and maintain a powerful character in Oblivion, if that is your objective.

At the beginning of the game, focus on Endurance as one of your three attributes you raise each level up until it is maxed. The early benefits of a higher Endurance serve you the rest of the game. Endurance skills are Heavy Armor, Block, and Armorer. In between levels, try and raise any combination of those skills 10 times for the full 5 point attribute bonus at level up. See the Character Guide.

Concentrate on at least one of these: your Security skill or Alteration and the Open Lock line of spells, for those difficult-to-open chests, containers, and doors.

Conjuration is your friend, whether in battle or while working up your skills. In battle, your summoned creatures can keep multiple enemies busy while you work on one at a time. During downtime, to increase Blade, Blunt, or Hand-to-Hand, you might conjure a ghost and beat on it a few times for it to attack you, then whack away. Ghosts do not do any damage to your armor, thereby not increasing your armor skills with their attacks. If you want to increase say, Block, or Light or Heavy armor, conjure a non ethereal creature such as a scamp.

Though spelled out in our Character Guide, make the most of your minor skills. Just by keeping your minor skills up to snuff with your major, it will benefit your character in the long run by being able to increase your main attributes a larger amount at each level up, . You "need" only focus on the minor skills related to the attribute you want to raise at level up.

Exploration

Take time off from the main quest to explore interesting caves, ruins, or forts.

Remember that NPC's are on schedules. If you're quest says to meet someone, somewhere, keep in mind they may be at their house or traveling to and from their current job or duty, depending on time of day.

Any container or object with a Red Hand over it equates to a crime if anyone notices you taking or looking in said object. However, it's strongly recommended you at least search all non-personal property chests or those belonging to dungeon dwellers. A good percentage contain gold and useful items.

Loot all dead bodies, even those of recent fallen allies, for any expensive loot you can drag along with you to the store. Leave items that weight more than they are worth to take. This especially includes any heavy armor or weapons. A way, however, to increase your armorer skill is to first equip the used items from fallen opponents, fix it, then drop it.

Collect as many herbs while you're traveling as you can. They are literally all over the place, and eventually respawn after a few days. You can make a profit selling potions. Remember to eventually equip yourself with the other alchemic apparatus, including calcinator, retort, alembic - to make your potions more potent.

Join the Fighters and Mages Guilds. To join the Fighters Guild, talk to any Fighters Guild representative in any city and they'll direct you to the right place to begin. As for the Mages Guild, you'll need to visit each and every major city and get the guild leader's recommendation, which involves performing a quest for them. Once complete, you can join the University, where you can now contract out for "real" mage quests, enchant your items, and create spells.

For evil or mischevious-minded characters, join the Thieves Guild and Dark Brotherhood. See our specific walkthroughs for each to learn how.

Just a very short ways into the Main Quest you'll receive a free horse. Once yours, you can fast travel anywhere, at any time, while mounted or not, and your horse will end up near the area, as if you both went there together. Horses take damage, but can deal it as well. If your horse takes enough, he/she runs away until a safe distance from the attacker (if possible), and can eventually die. Use "convalescence" spells in the Restoration line to heal them back up. Costlier horses are faster and have more health. The free horse is at the bottom of the line. You cannot fight while mounted.

Illusion has a light spell. Instead of a torch, spend some time increasing your Illusion spell (by continuous casting when you can) and then invest in an illumination spell.

Combat

Make sure to block, whether you have a shield or not. It helps mitigate damage and allows you an in to counterattack immediately after their attack.

When countering after a block, you usually will only be able to get in a maximum of two or three normal strikes before they attack again, sometimes less. Try and keep it at two if you're unsure. If they stagger back, you have an opening to continue your assault for a slightly longer time before they regain balance and attack.

Magical creatures require magical effects from spells or weapons to defeat. Weapons made of silver can work, as well as Daedric weapons, or enchanted weapons.

Use "debuff" spells on powerful opponents such as dispel or weakness to fire (or any element), and buff spells on self such as shield, to maximize tough combat.

Don't be afraid to run away, and heal yourself while on the run. Or, run to allow your magicka to increase and then turn, fire, and run/attack again.

Protect your horse. He/she takes damage and can die.

Use area effect spells on multiple opponents, such as fireball. Even if they do minimal damage, multiple casts can significantly weaken an entire close-knit group.

Damage over time (DoT) spells, such as 7 frost damage over 3 seconds on Target, are cheaper to cast than a direct 21 points of damage spell.