Morrowind is simultaneously a very large game and a very small game. On the one hand, it puts you into a large and detailed world, populated by hundreds of named NPCs, each with their own job and home. On the other hand, most of these locations and characters exist purely as a backdrop, able to provide the occasional rumor or hint, but not particularly interesting in themselves. Only a select few are able to give you things to do, and even then, it's usually only if you can find right conversation topic or set of circumstances to trigger their quest dialogue. It has a way of making the world seem curiously under-populated.
Which is my round-about way of saying that I spent most of the last 4 hours walking around. That's not a complaint, mind you. The Elder Scrolls series has a way of making random wandering into a compelling experience. I have, however, come to dread my time in the towns. So many people, and I can never be sure who, if anyone, is important to the story (my abysmal speechcraft rating of 5 does not help at all - practically everyone I meet dislikes me, and because failed skill checks do not get you xp, there's no realistic way to grind it).
I don't have that problem in the wilderness. Out there, if I meet someone, I know for a fact that they have a sidequest for me. These sidequests aren't necessarily interesting - an argonian asked me to deliver some shirts to a tailor. Some of them are even downright aggravating - escorting anyone, for example, even when they are amusing characters like Viatrix Petilia, who was ludicrously sarcastic towards someone who was doing her a favor, or Din, the redguard who thought I was a fish.
Sometimes you get a gem, though. I enjoyed rescuing Madura Seran, the kidnapped pilgrim, though I suspect my strategy of "just kill everyone in the hostile camp because your speechcraft is too low to trigger any actual quest dialogue" was probably sub-optimal. (Update - out of curiosity, I checked the wiki about this quest, and it turns out that it is not a random sidequest, but actually something assigned by the Legion, and by doing it out of order, I may have bugged the Legion quest chain, which, if true, is super-annoying, because it took me forever to walk to Gnisis overland).
Because I usually avoid traveling over-land (preferring to rely instead on public transportation, Mages' Guild teleporters, and magical items enchanted with high-level jump spells), I've never met any of these side characters - with one exception.
In my previous playthrough of the game, I encountered a noblewoman by the name of Maurrie Aurmine, who was robbed of her jewels, but fell in love with the bandit. You can get them together by playing messenger, and Maurrie will offer to introduce you to one of her far-flung friends. The strange thing is that, when I played it last time, she introduced me to a different friend, Barnard Erelie. This time, she told me to seek out Emusett Bracques, in a totally different town (Tel Aruhn, which I accidentally mixed up with Ald-ruhn, causing me to search futilely for some time before giving up and checking the wiki). According to the wiki, this is because I was playing a female character last time, and a male character this time, but I honestly can't understand the significance of this change.
Most of the time I did not spend doing fetch-quests and slow-as-molasses escort mission, I spent on exploring random caves and getting myself killed (I learned, in the Hleran Ancestral Tomb that I can handle fighting vampires so long as they don't try and drink my blood). I was, however, able to do some more sequence-breaking by slaying the hunger demon in the Serano Ancestral Tomb and taking the Serano Ebony Helmet, an obvious quest item (both for its unique name, and for the fact that it does not have a face hole, making it more of a "bowl" than a "helmet.")
I did, however, accomplish a few significant quest goals. I collected the debt money from the bartender in Suran (who was the proprietor of "The House of Earthly Delights," the world's most erotic poorly-animated, semi-clothed strip club). Of course, she wouldn't actually talk to me about her debt, and for some reason, I had no option to actually act like hired muscle and demand it, so I wound up having to bribe her into paying. It cost me 200 septims, the exact amount she owed. Luckily, when I turned it in to the guild master, I was able to keep half of it.
I think I may hate the fighter's guild. At least the next mission actually called upon my skills as a fighter - I had to track down an orc with a bounty on her head! Turns out she was staying in Balmora, easy-peasy. There was only one slight hiccup. Whenever I asked an NPC for information, they called me lazy, and insisted I look for myself. Basically, Ragnar the Nord is just the world's punching bag it seems.
I also joined House Redoran, another first for me (Telvanni for life!). They gave me an assignment to exterminate some mudcrabs that were bothering a farm - accompanied, of course, by an incredibly useless set of directions, even by the standards of this game (and that's saying something). I haven't turned the mission in yet, because I mistakenly thought that Gnisis, the town where you can join the Imperial Legion, was nearby, and thought it would be best to make a side-trip before heading back.
That walk took me hours (quite possibly literally, I got lost at least twice), but in the end it was worth it. When I saved and quit, I had just received my legion armor from General Darius. My military career had begun!
(provided it hasn't been cut short by a game-breaking bug, that is)