Im playing it right now. Stealth on morrowind isn't as easy as oblivion or skyrim. And the combat takes some getting used to. Early on, some swings will simply fail, due to low skill. Also, stamina is much more important. The lower your stamina bar is, the greater chance there is for a spell or attack to fail. Health and magicka do not regenerate as you walk around. You need to rest, or travel by boat/silt strider, in order to recover. Or just drink potions. You cannot fast travel, either, nor are quest objectives marked on your map/compass.
All that being said, Morrowind is still a great game. The quests are better, the guilds are more involved, the unique weapons and armor are more powerful, the monsters more varied... out of the last 3 Elder Scrolls games, Morrowind is by far my favorite. It is not for the today's casual gamer, but if you are willing to deal with the outdated graphics, and somewhat unforgiving combat system, you will be well rewarded.
