Just a note here, but with Tribunal installed, as soon as you go to Ebonheart and talk to Apelles Matius, the assassins stop attacking you. So you really only HAVE to fight one of them. Alternatively you could just save before resting... the attacks are random and won't happen every time.
Really though, you should visit Mournhold relatively early, if only for the vendors there. The various merchants in the Bazaar and Godsreach have a lot more gold on hand than most of the Vvardenfell merchants, so you're more likely to get a good deal selling expensive items... without having to resort to shenanigans (like stockpiling Indoril armor for Creeper). Most of the actual quests there are aimed for high-level players, though, so be careful about picking fights with folks. And yes, Tribunal does have some of the best story in TES, and it's fun to boot, once you're ready.
edit:
PMIK: I think one problem is the requirement for a mass market game to have no reading what so ever without a voice over.
Some of the older games (elder scrolls included) would have narration describing certain events in more detail then could ever be simulated. And the amount of dialogue in Planescape: Torment for example, is impossible when it all needs to have voice acting.
Oblivion and Skyrim can cheat a little because a lot of the lore is in readable books, but this is still very very true. You can still have depth, but only if they're linear single-story games like what Bioware does, or movie-games like the Metal Gear Solids. Railroading allows a tighter and deeper story to be voiced, because there are very few (if any) options. For big open-ended games, though, it quickly becomes very prohibitive from both cost and disk space perspectives.
As a comparison, Wizardry 7 has a good bit of really neat text in it, some of which is remarkably deep. There's not a LOT of it, but what it has is pretty excellent, and the game is still extremely atmospheric, especially considering how primitive the graphics are. Wizardry 8, with better graphics and everything voiced, is substantially more shallow all around. It's still a good game, but it doesn't have the same sort of magic to it that 7 does.