Hey guys. I just started playing Oblivion and I just curious which to do first? Side quests or the main quest. Like which is more favorable to do first and last? Also, are there any tips for leveling up.
Oh and just so you all know, I have all the DLC packs if that helps.
The great thing about Oblivion is that it really doesn't matter when you do stuff. About the only reason to hold off on doing certain quests is because rewards get better as you level up.
This is a link that holds a number of suggestions of when to do some quests, either because the quest itself grows difficult-to-impossible the longer you put it off, or because the reward/services you get from it are useful at lower levels until the better equipment/etc. becomes available.
If you really want my advice, I'd say take your first character out and do whatever. Really, just explore the game world of Cyrodil, get lost in the woods, find yourself in a dungeon, get caught by the guards trying to steal their swords, etc..
Once you've experienced what Cyrodil is, start again, and this time through focus on all the cool expansions, quests, etc... --- Back from the dead.... or maybe just Tokyo.
There's no hurry to do the main quest, and since you're new to the game, you might wanna do the other guilds' missions to get acclimated. Of course, the main quest is arguably one of the least enjoyable in the long run, so you may as well get to the "good stuff" by doing the Dark Brotherhood, Thieves Guild, Arena and Shivering Isles first. You're not penalized for procrastinating the storyline, so feel free to just explore, horse off, etc.
As for leveling tips, just search the archived topics (at the main Oblivion board too) and see what tickles your fancy.
--- Take me down from the ridge where the summer ends And watch the city spread out just like a jet's flame