I hadn’t played video games at all before Oblivion, and I’d only seen games like the COD series and Resident Evil played. So I had no idea what to expect. Or how to operate a controller. My first Oblivion character was a Nord woman, I think maybe a spellsword (I went with whatever Baurus suggested) born under the Lord, since I didn’t know that everyone gets a starter healing spell. I quickly went from astonished at how wide open and beautiful the world was to how shocked that everything wanted to kill us! The first real enemy we encountered was a group of goblins. Many fiery deaths resulted, until we learned how to run away. Very soon after the hill of goblin terror, we experienced the blinking red light of death on the PS3. Thus went my first character into the Dreamsleeve.
Then came Rowyn, the Imperial spellsword (thanks again, Baurus) who quickly shot up to about level twenty something. Main quest? Yeah, at that level it was difficult. Especially since I hadn’t quite mastered the controller. Then I read the manual, and things got better. Rowyn rocks, I don’t get to spend enough time with her.
The funniest thing for me early on was when Rowyn blundered into the terrified Altmer on the road to Kvatch. At that point we didn’t really get what the main quest was about, and hadn’t discovered the map/compass. So the guy was like “Run for your lives!” and we did!

Then when we finally got some distance away, it was “Holy crap Jauffre wants us to go to Kvatch?! Doesn’t he know there are daedra running all over the place there?!”