I think I'd play Morrowind first - and I wouldn't be overly concerned about modding it, initially. All TES games take place in the same world, but there is no preferred sequence to play them storywise.
The huge game worlds of Arena and Daggerfall are somehat artificial as these huge game worlds are largely empty space with not much going on there. You'll spend most of the time in towns and dungeons.
The game world of Morrowind is comparatively small, but it's not empty. I still enjoy simply travelling though this marvellous scenery with its exotic people, animals and plants. You find jungles, grassland, mountains, beaches, swamps, small islands along the coast, whatever you like, with big cities and small villages, strange temples, caves, tombs, etc. I never measured how long a round trip of the isle of Morrowind takes, but I guess it's a couple of hours real-time (without doing anything but travel at normal speed).
You start in a small village, Seyda Neen. From there you can either familiarize yourself with the game there (quests, a small starter dungeon, explore the area around the village) or go straight to Balmora, a big town, if you prefer civilised places or want to follow the main quest. By the way, you can do what you want - you don't have to follow the main quest, and the game world is interesting enough even when you ignore the main quest completely.
Be prepared for a slow start, but then you need some time to get used to the TES world, too.