Okay, in the previous post I explained briefly what Oblivion was. Now a few tips.
You want to level your skills as quickly as possible.
Armor: Whether you're a light armor or heavy armor wearer, you need to level it up. You only do this by fighting and taking damage to it. So, to more quickly level up your armor expertise, go into a dungeon and just let the hostiles beat up on you. Yes, you read that right. Let yourself be beaten up. Just watch your health level (the red bar). Keep it up by either ingesting health potions or using a healing spell (all characters come with a basic healing spell.). I find it's best not to let your health drop to half, so just spam the health spell when it drops and when you think you've taken enough damage, kill your attacker(s). One note: I wouldn't let more than one or two bandits attack you. Preferably just one at a time. Kill all but one and then just let them whale away. Also, you'll need to repair your armor after some time of doing this, so keep a few repair hammers handy. On the PC it's very easy to get them, just type into your console 'player.additem c #' where # is the number of hammers. Since hammers weigh 1 each, I wouldn't carry more than three or four at a time.
Letting yourself get whaled on has two big benefits. It raises your armor expertise and your armorer expertise. The higher your armorer skill, the more stuff you can fix. When your skill reaches 50 (journeyman) you'll be able to repair enchanted weapons and armor. When your skill reaches 100 (master) you will only need one repair hammer. You can also raise your block skill by holding block with a weapon or shield drawn while you're being beaten on, and your blade/blunt skill by finally killing your opponent(s).
If you like to sneak around, you can only skill it up by sneaking around people who can't see you. So, you can go to the waterfront at the Imperial city and see if anyone is sleeping in the outside bedrolls. If so, you can sneak around them while they sleep. You can also sneak around behind the guards while they're patrolling, or find a dark corner and sneak in place around people if they can't see you (you must be moving for the sneaking to count). As long as the 'eye' icon in front of you looks transparent, no one can see you. A little ingenuity and you'll find ways to level up sneak to 100 in very little time.
To level up Security, you have to pick locks. The best way to do this is locked chests in dungeons. If you join the Mage Guild you can pick most of the display cases and not get into trouble. Each time you successfully lock a pin you gain experience. The more experience you gain, the fewer pins will fall back down if you break a pick. If you run out of picks and don't want to buy any more, the console is your friend again. Type player.additem a # where # is the number of picks you want. Picks are zero weight, so you can have as many as you want and they won't weigh you down (unlike repair hammers).
Next post will have to do with skilling up magic abilities.