In The Elder Scrolls IV: Oblivion, there are many engaging activities and quests to undertake both early on and after completing the main story. Here are key things to do in Oblivion:

Early Game Activities

• Save at the Sewers: After character creation and escaping the tutorial sewers, save your game. This is a good checkpoint to adjust your character if needed

• Explore Cities and Talk to NPCs: Visit major cities like the Imperial City, talk to people, and discover quests

• Join Guilds: Joining guilds such as the Fighters Guild, Mages Guild, Thieves Guild, and Dark Brotherhood offers unique quests, rewards, and perks. Each guild aligns with different playstyles and offers special gear and storylines

• Score a Free Place to Sleep: Visit the invisible village of Aleswell and complete the "Zero Visibility" side quest to unlock a free room with a safe chest for storing items

• Find a Fence for Stolen Goods: Joining the Thieves Guild grants access to fences like Ongar the World-Weary, who buy stolen items, helping with sneaky playstyles

• Make Potions: Use alchemy tools found early on to craft potions for money and buffs. Joining the Mages Guild helps access more ingredients and tools

• Get a Free Horse: Progress in the main quest to receive a free horse for faster travel across Cyrodiil

• Explore and Discover Locations: Uncovering the map and finding locations like Ayleid ruins, forts, and caves helps with fast travel and quest navigation

• Clear Early Dungeons: Gain experience and loot by exploring and clearing dungeons early in the game

Post-Main Quest Activities

• Hunt Daedric Artifacts: After the main story, seek out powerful Daedric artifacts through Daedric quests

• Explore Hidden Side Quests: Look for unique quests such as the invisible village quest or other lesser-known adventures

• Join Additional Guilds or Complete Their Storylines: Continue progressing in guilds for more rewards and story content

• Learn to Speedrun: For experienced players, mastering speedrunning techniques can add a new challenge

General Tips

• Use fast travel to major discovered locations to save time

• Equip weapons that can damage magical foes (enchanted, silver, or Daedric) for tougher enemies

• Consider installing unofficial patches for a smoother experience on your first playthrough

In summary, Oblivion offers a vast world to explore with diverse quests, guilds, crafting, and exploration opportunities. Early on, focus on joining guilds, exploring cities, and securing resources like a free place to sleep and a horse. After the main quest, dive into Daedric quests and hidden content for extended gameplay