1. As Paladin2000 has said, save, save, save ... Yes, the game crashes often and it always carashes in a moment when you don't expect it at all and when it doesn't suit you at all.
2. After creating your character in Seyda Neen, you should go to Balmora. Take a fleabus to Balmora, do not try to go there yourself. Well, you can
if you know the game enough so that you can manage to stay alive even with bad stats, skills, and equiupment.
3. Once you arrive to Balmora, you can join guilds and start doing quests. The clashes between guilds aren't so hot as they have been described. Only one thing:
Do not join both the Thieves Guild and the Warriors Guild if you do not know how to bypass problems with the Code Book quest.
As far as killing guild members during some quests is concerned, if the killing is a quest goal then it often has no consequences for you as a member of a guild. For example, most of Morag Tong quests are "kill somebody for Hlaalu or Telvanni House". Even if you are a member of Telvanni, killing a Telvanni will not affect your standing in the guild. Naturally, unnecessary killings are something else.
4. Another thing you should do in Balmora is exploring the crates on the street. You will find some money, some items which you can use and a lot of items you can sell. The crates in Balmora do not belong to anybody so that looting them isn't a crime. Note: Crates in other towns can be owned so that looting them can trigger alarm and summon guards.
5. Do not haste with the main quest (Caius Cosades). Wait until you reach level 10 or so and until you gain some acceptable equipment.