A. Not bad but small (most of them). Most of quests will send you into some dungeon.
B. No.
C. No.
D. Yes.
E. 60% in the wilderness, 40% in the dungeons. Exploring all dungeons is a heroic task - there are bags of dungeons in the game. The "science" in Morrowind cosists in the knowledge, which dungeons are worth of exploring and what you can find there
