Attributes & Skills Spoiler Various skill lines (including ones that prior to Morrowind were always visible) need unlocking to become visible and to be trained.
Soon after creating a character, unlock those you can if you like to "see it all and plan ahead." Upon character creation, you will now see your 3 class skill lines and little else; even cultural/racial skill lines now appear only after reaching character level 5. Only 5 active ability slots are in play at any given time although you gain access to a second ability bar at character level 15 through weapon-swapping. If you're a stamina-based character include at least one skill that uses Magicka for when Stamina is low. If you're a magicka-based character include at least one skill that uses Stamina for when Magicka is low.
Skill and/or attribute points can be reset in Vvardenfell or in the Capital Cities (Elden Root in Grahtwood, Wayrest in Stormhaven, or Mournhold in Deshaan) at a cost of 50 gold per point spent so don't fret over making wrong choices or changing your mind. Use the Shrine to Auriel (or the Shrine of Warrior-Poet in Vvardenfell) to reset attribute points and/or the Shrine to Stendarr (or the Shrine of Father of Mysteries in Vvardenfell) to reset either all skill points or just their morphs.
Attribute points which can be placed in Health, Stamina, or Magicka are gained as you level your character. An extra point is gained every 5 levels and another extra point every 10 levels. So upon attaining character level 3 (or any level not divisible by 5) you gain one attribute point while upon reaching level 5 (and levels 15, 25, 35, 45) you earn 2 attribute points and at level 10 (and levels 20, 30, 40, 50) you receive 3 attribute points. More Health lets you endure more damage before dying. More points in Stamina or Magicka affect your resource pool and also boost damage with active abilities (whichever attribute the ability costs). Adjust armor enchantments or consume a food to further influence the maximum resource pool of an attribute. Adjust jewelry enchantments or consume a drink to further influence an attribute's rate of resource recovery. Heavy Attacks with staves restore Magicka while Heavy Attacks with other weapons restore Stamina.
Armor skill lines are revealed once you wear 3 pieces of a given armor weight; so get your hands on 3 heavy, 3 medium, and 3 light armor pieces as soon as possible. Continue to equip at least one piece of each armor weight to train these skill lines; wearing a light sash (waist), medium bracers (hands), and all other armor pieces in heavy will provide the most armor rating while training all 3 weights. Tailor your outfit to suit your build's abilities after investing into the armor passive skills, but for now more armor rating can be crucial to surviving these early levels when not many skills are yet unlocked.
Weapon skill lines appear once you make a kill with that weapon type equipped. If you want to see all the weapon skills, seek out a 2-Handed Weapon, two 1-Handed Weapons to Dual Wield, a Shield for use with a 1-Handed Weapon, a Bow, a Destruction Staff (inferno, cold, and/or lightning), and a Restoration Staff. Otherwise, unlock two skill lines, one for each weapon type you hope to build around, as soon as possible and quickly place a skill from each on your only (until level 15) skill bar. The key to increasing your ability skill lines (Class and Weapons) is earning experience while the abilities are on the active bar. Most builds pick from the various class abilities and skill lines. So I recommend when you are new, put an ability from each class section on your ability bar as soon as possible. Also, if your build uses two different weapon types, grab the second weapon as soon as you can even though you can not swap to it until level 15. Using the weapon a few times will unlock its first ability. Put this second weapon ability in one of the empty slots on your active ability bar and switch back to your primary weapon. This way you can level the second weapon skill line at the same time as the first while you a few slots open on your bar while you level. Before turning in quests, double-check you're carrying the weapon type and on the skill bar where you need the experience points. The more skills from a given skill line that you have on your ability bar, the faster you will level that skill line.
Join the Mages Guild & Fighters Guild. These guilds offer skill lines within the game and do not count toward the 5 guilds per account limit (that's only for player guilds -- i.e. social or trader guilds). In addition to the skill lines, joining these guilds unlocks special storylines and daily quests at Dark Anchors and in Public Dungeons. Both these must be joined within your home alliance, so travel to Vulkhel Guard in Auridon (AD), Daggerfall in Glenumbra (DC), or Davon's Watch in Stonefalls (EP) early in your adventures to enlist with both the Magister in the Mages Guild and the Hall Steward in the Fighters Guild. Killing undead and daedra progresses your Fighters Guild training; you'll be doing a lot of this anyway, so it may as well benefit Fighters Guild progress at the same time. While in the Fighters Guild Hall talk with Millenith to become certified as an equipment crafter. Joining the Mages Guild before you read any of the glowing lore books scattered around Tamriel will aid your early progress with the skill line; while in the Mages Guild Hall talk with Danel Tellano to become certified as a consumables crafter.
Always read the books on bookshelves or sometimes found in stacks. Not only is the lore of this game immersively entertaining, but some titles boost a skill line by one full level! A final tangental note that doesn't really fit in better anywhere else: choose a Mundus Stone effect, and go make it active. It will stay with your character unless you overwrite it by choosing and activating another Mundus Stone. I advocate playing for the enjoyment of the game, learning at your own pace, and trying out skills for yourself. But if you're looking for a min-max build, try Alcast's builds or Deltia's builds.