The Elder Scrolls IV: Oblivion Character Build-up & Development Guide

 ------------------------------------------------------------------
| [CBDG0B]         APPENDIX B: GENERAL GAMEPLAY TIPS               |
 ------------------------------------------------------------------

Early money: 
Sell all this free alchemy equipment and those silver daggers from 
the mage guild. Do some arena fights. 

Pick any lock: 
After the tumbler went up very fast, it will go up at constant 
speed next time, so just click as soon as its up. 
Another way is to listen for the additional click sound that only
happens if the tumbler is slow. 
-> Very hard locks with one lockpick

Move while fighting: 
If you see one of those sloow attack moves, thats a power attack - 
move back to avoid it or sidestep and attack yourself. Blocking 
is good to break an normal attack sequence, but enemy power 
attacks should be dodged. Circling around an enemy also helps 
if he is using slow weapons/attacks in general. 

Resist the Guards: 
But don't fight, just run like hell. After two or three areas 
they will stop to run after you. Now travel to the Thieves Guild 
and pay half price fines while keeping all your stolen stuff. 

 ------Scheherazade writes------
 Dodging fines doesn't require entry into the Thieves' Guild. 
 When you arrive at a city, make a point of fawning on all the 
 guards. When their disposition is in the eighties or nineties, 
 you're set. If you get caught stealing or such, guards who like 
 you will often waive the fine for you. It'll hurt their 
 disposition towards you, but it's usually cheaper to bribe them 
 than to surrender your stolen goods. In the off chance that a 
 guard decides to press the fine, resist arrest. You can yield 
 to them by blocking and activating them. It will buy you a few 
 seconds to make a getaway. 
 -------------------------------

Save on different slots: 
Quick save can be too quick sometimes. If you didn't save for days, 
don't forget you could temporarily turn difficulty down in 
special situations (No Magicka/no potions to summon battery ghost 
in Oblivion).  

Utilize Alchemy: 
Hard fights will get easy with the right combination of potions. 
Trust me, as soon as you start to fight high, you don't want to 
miss it. And you can use your magic for the important things 
like testing whether your enemy will strip if you magically 
burden him enough.

Take your time: 
Oblivion is not just beautiful, it has really interesting and 
well thought out quests for a change. E.g. the rat problem, 
the painter, the dream. Good stats are nice, but don't miss 
this other world called Tamriel.