I was thinking of buying the game after hearing all those good words that has been said about it.
Though, I have not found a magazine or website with a rewiew or anything, so I don't know shit about it except that it is good, and that you can do anything you want (almost).

My question is, how do you wiew your character? Is it like Zelda 64, third-person wiew, or is it like Doom, first-person?
And is there any demo I can download?

You can choose whether you want to view from a first-person view, or a chase-view (3rd person, Tomb Raider-style)..

If there is a demo, you'll most likely find it on www.fileplanet.com

I'm not a big fan of IGN due to all the ads, but they have probably the most complete review of Morrowind I've found so far. Here's the link:

http://pc.ign.com/articles/359/359554p1.html