Zzz
Downloaded it on steam and got the Graphics/Sound Overhaul mod and tried playing. Running speed is insanely low, shits pretty rough. I never know if my spear is in range of a enemy or just missing and whenever I crash (due to minimizing the game) I get a audio loop bug and am forced to restart my computer.
Take athletics as major skill and train it and the speed attribute, you'll have insane running speeds as it gets higher (swimming is the fastest way to train this besides trainers). Also bear in mind that running speed is tied to armor choice and how much gear you're carrying (even if not overburdened, it's tied to proportion between carried weight and maximum carry weight), another reason why I prefer light armor (remember Unarmored is also a skill in Morrowind, and quite efficient, my current character has higher armor rating with just clothing than with most mundane armors).
I usually start my new characters by finding the Boots of Blinding Speed (very easy to get a hold of), make a resist magic spell (eventually combined with the Cuirass of the Saviour's Hide which gives 60% spell res (also incredibly easy to get a hold of and the best light armor chest piece throughout the entire game) and you'll be faster than you've probably been in any game you've played (while not suffering from the blindness curse on the boots).
As for hitting enemies, it's tied to your Agility attribute, so get that up as fast as possible (I recommend focusing on it at character creation). It's supposed to represent enemies and yourself doing dodge moves. I usually don't leave Balmora before I've made enough gold to pay trainers to train me in Agility-bound skills getting it beyond the threshold where I'll hit anything. It's a classic new player grievance but it actually doesn't need to get very high before you start connecting most of your attacks. Plenty of trainers around Balmora btw.
It doesn't matter which skills you tag as major and minor, you can max them all, but a good advice for efficient levelling is taking the ones that will make your early game easier (such as athletics, acrobatics, main weapon and main armor type), and to be sure to have all the attributes (strength, endurance, personality, will, intelligence etc) covered.
If you're not afraid of a bit of crafting and breaking the game's economy early on, you can also take Alchemy and Mercantile, it may be a good way for new players to buy the skills they want from trainers before heading out and exploring the world (can be a bit boring though unless you think it's fun to play a city merchant type character for a while). With Mercantile you can sell items for more than you give for them, and already in Balmora you can earn gold on alchemical ingredients which you can then make potions of and earn as much gold as you want. This is not necessary at all though, if you build your character decently you can go on adventure instantly, good places to start for quests is the various guilds and factions in Balmora.
One of the community patches should fix your CTD on exit problem, think it's the 'code patch'.