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so preferably a custom class?
seriously? call me old but i like to work for the stuff in games i play
Just be aware that your character won't survive all mistakes you make, and that it's possible (even highly likely in the beginning) to develop a character which is not capable of, say, completing the main quest.
In my opinion, one of the most important things to understand is the difference between attributes and skills: Slightly over-simplifying, attributes determine what you can do, and skills determine how well you do it. In this context, how much you can carry, how many hit or mana points you have is not viewed as a skill. You improve skills by using them, and attributes by leveling up.
My personal view is that skill points are more important for your character's "everyday life", while attributes matter more in the long run (for example, attributes give you access to more and better spells, while skills make the spells you cast more powerful).
My main advice is don't listen to people (including me) telling how to play or not to play - make your own experiences. As a result, you may not play "optimally" (whatever this means), but you play your own game, not that of others. And making mistakes when following advice of others is equally likely and as bad as making mistakes when playing in your own way.
Finally, you don't have to play the main quest to enjoy the game. I've completed it four times over the years, always at a level between 30 and 35, but I spent a lot more time playing without ever touching the main quest. It's up to you.
PS: It's not absolutely necessary, but you may consider using the Unofficial Oblivion Patch (available on Nexus). Oblivion still has a number of bugs (for example, in quests - irritating or frustating rather than really game-breaking), and which the UOP fixes.
Have fun!
Edit:
I had forgotten to mention that leveling up your character makes your enemies more powerful, too (which again is over-simplifying). To balance the two effects is important for playing successfully.
Some players (see the "insomniac" post above) suggest to not level up characters at all, and thus to prevent enemies from getting more powerful. You can try it, but it means that you'll not be able to benefit from attribute improvements (and, for example, not be able to learn new things, to carry more, to get more hit or mana points, ...). I myself find it boring to play in this way - but again, it's up to you.
(To be precise: If you know the game well, or read a few guides, you'll find out that there are ways to raise attributes permanently or temporarily in other ways. I doubt that an inexperienced player will have more success and fun using these methods than learning to balance the leveling effects.)
XP from kills turns any game into korean murder grindfest. Bye pacifist playthroughs.
But I suppose it suits someone with an anime profile pic.
Vanilla levelling system is fine, level scaling isn't though.
It's slow and it's rewarding. Definitely an annoyance though. And there's probably ways to max attributes without doing all this.
You're safe from getting screwed by level scaling if you don't level up too fast (your combat skills and equipment stay on par with enemies) and there are multiple ways to accomplish that
I don't know what you mean by "worst game mechanics to exist", especially in the context of "Learn by doing".
You may like Oblivion's mechanics or not, but they belong to and are an essential component of Oblivion, and changing them means playing a different game. Nothing wrong with that (unless you call it "playing Oblivion"), but I suggest to all players to get familiar with Oblivion's mechanics, and then to decide for themselves to use such a mod or not - rather than listening to people they don't know and whose comments reflect nothing than their personal opinion and prejudices.
Have a look and think for yourself, and make up your own mind!
Whoever considers using it should read carefully what it means and requires, and if they really want to play in this way. If yes, just go ahead and try it. Otherwise stay away from it as far as you can. It's by no means essential.
The risk is not only that players may not like what the method tells them to do, but also that they make mistakes when they try to use it - which is not unlikely at least for less experienced players. And then failure is hardly avoidable.
I'd rather make my own mistakes than mistakes following a method I just try to follow to the letter, but don't fully understand.
But like always, it's the player's decision.
PS: UESP contains a lot of useful information. But I recommend to new players to play without. Once you strart using it, you'll get used to it, and may find it difficult to play without after a while. You may appreciate and like the information, but it prevents you from making your own experiences (including mistakes and dead ends).
Use it at your own risk!
so what you are saying is when i make a custom class i should pick the skills i think i'll use the most and train those that i use less with trainers correct?
which i hope gets better with the remaster coming out next week according to the leaks
also what skills do you recommend to pick then? has been ages since i played this game
Your problem wasn't because of a learn by doing system but because the level scaling in oblivion is the worst in the business.