You can find Bethesda's Players guide over on the internet archive

[Whiterabbit-uk]

You can find Bethesda's Players guide for free over on the internet archive, an 88 page document that you can download in various formats e.g. PDF, EPub, Kindle etc

https://archive.org/details/Elder_Scrolls_Arena_The_Bethesda_Softworks

You'll probably find all of the other Elder Scrolls strategy guides as well (definitely has Oblivion as I downloaded it earlier)

[Lukeman]

It's included with the Steam version in the docs folder along with the strategy guide Arena Codex Scientia.