Here are some tips to help you:
For Arena:
-A large number of classes, more specifically all warrior and thief classes except for bards, are unable to use spells, and Spellswords are the only mage class that can equip chain armor and kite shields, which are only below plate armor, the only one that can be made of different materials and the best in the game. I would recommend choosing the previously mentioned spellsword as your class, so you don't have much trouble with things like healing and protection, and can use all weapons in the game.
-Having a high Agility is very important, because it reduces your chance to get hit, and makes your attacks hit more often. Another important attribute is Willpower, as it helps you resist magical attacks, potentially reducing their effects, or completely nullifying them.
-When rolling your stats, make sure none of them have negative modifiers(for example, -2 to spell resistance), as this
would make combat or other activities more difficult. Try to reroll(click on the "done" button and select "reroll stats") until all modifiers are +0 or, if possible, +1 in at least one of them.
-When buying equipment or potions, you can negotiate a price with the vendor that is beneficial for both sides. I would recommend not offering a price with a difference of 5, 10 or more if the item has a value of less than 100, or 50 if the price is around 500 or higher. This can also be done during artifact quests, and a high Personality makes negotiation easier.
-Asking people for rumors is a good way to earn a bit of gold, or a more useful item. General rumors will normally make citizens tell you of random things that have happened, such as a plague, or someone they have heard talking about a powerful artifact, while rumors of work can tell you of where you can begin a small miscelaneous quest to gain some money. These "work" quests are normally a petition to get someone or something from one location to another in the same town, and don't take more than a few hours. There are also other quests you can get from the Palace of a city, for example, going to a dungeon and killing a specific enemy.
-Artifact quests are some of the hardest in the game. They are started by hearing a rumor about the desired artifact, and then speaking to the Innkeeper of the location mentioned during the conversation. in that moment, someone will approach you, offering information on the artifact's location in exchange for a large amount of gold(I believe the price can go from 500 to 900 gold), and after paying, they will give you the location of a dungeon where you can find a map to the legendary object. While starting them is quite expensive, the rewards are very powerful, and can help a lot during your journey.
-When searching for a place, asking the citizens of the city for its location will make them tell you in which direction it can be found, or, if you are close to the place, they will just mark it in the local map.
-There are small niches in dungeons where enemies can't appear, and sometimes can't reach you. Like it is said in a text that appears in the first dungeon, it is safe to rest in these niches, so use them to rest and recover your health and magicka.
-In the Mages Guild buildings, you can buy potions, enchanted items, and spells, learn the effect of an item, or create your own spells. Some spells I recommend having are:
*Levitation, which allows your character to fly over pits without falling inside them. It can be very useful in dungeons filled with lava, or where enemies can be found in large numbers on the islands that are formed over lakes.
*Light: This simply helps with seeing larger distances in dark places, aiding with exploration.
*Cure Poison/Disease: Diseases reduce your attributes over time, eventually killing you. An enemy you can expect to find early in the game and can transmit desease are ghouls, a very annoying type of undead.
*A ranged damage health attack: Mages start with fire blast, but you can create your own in the Mages Guild. A spell design I believe is good is Damage health, 1 - 1 point(s)+ 10 - 10 per level for 1second.
*Health regen spells: This is mostly just like with the health damage spell, although it must be aimed at the caster, and the SP(Spell Points) cost can vary
-Enchanted items are the only way non-magic classes, such as warriors, can cast spells, but using the enchantment damages the item's durability. As far as I know, these can not be created by the player.
-Weapons, torcs, bracelets, bracers, belts, and other equipment can be made of different materials, but the only armor that can be made of another type of material is Plate Armor. These materials modify the item's stat modifiers, with the worst being iron, and the best ebony.
-In the armor screen, the numbers shown are attack modifiers for the enemies. This means having negative numbers is better than having positive numbers.
-There are no skills in this game. Possible equipment and abilities are specific for the class, and you must gain experience from quests or killing enemies to level up.
- You can write notes in the local/auto map. Use this to mark stores, inns, etc. when inside a city, or a room you have already explored when going through a dungeon.
For Daggerfall:
-Just like with Morrowind, your skill with a weapon defines your efficiency with said weapon, which means you will probably not be able to hit anything if your weapon skill is low. I advise placing your preferred weapon type in one of the primary skill slots of your class.
-Create your own class during character creation. Inside of it , you can choose what you can do better, such as climbing, your class' strengths and weaknesses(like being able to absorb spells, but not regenerating SP), and your reputation with some social groups.
-When making your character's background, don't choose to automatically generate it. Some questions can define how hard or easy it will be for you to begin and do things like resisting magic and speaking to people. I know of 2 questions that can give you an ebony dagger and a relatively good armor as soon as you begin the game.
-Some enemies can resist some weapon materials. For example, Imps resist iron weapons(which was probably the problem you had with the first side room in Privateer's Hold), and Werewolves can resist up to Silver.
-You probably know this already, but you can change the movement and interaction style from the mouse based one that is seen in Arena to one where the target must be in the center of the screen to interact with it, and you must move with bound keys, which can be adjusted.
-Beware of Skeletons. They are extremely hard to hit, deal a lot of damage, and have a lot of health. At least they aren't immune to some kind of material.
-When you reach level 2, the game opens up the oportunity for you to become a lycanthrope or vampire. Werewolves and Wereboars can be encountered during a Fighters Guild quest, while a Dark Brotherhood quest will lead to an encounter with a vampire.
-Catching Vampirism causes you to "die" after some time, before being reborn as an undead. This causes your character's reputation to reset, and have your guild rank removed. Since this removes them from the factions they joined before the infection, I recommend not becoming one if you joined the Thieves Guild or the Dark Brotherhood, because you can only be invited once into these factions, so the removal will be permanent, unlike it is with the rest of the guilds.
-Note: There is no difference between the attribute and skill gain of a werewolf and that of a wereboar, so you can just choose whichever you prefer for the purpose of roleplaying.
In both games, magic only regenerates when resting