Do as many quests as you can, it will get you exp, cash, and a few items.
Keep your armor and weapons upgraded as much as you can afford. They are disposable, meaning you will eventually outgrow them and need to get new ones. Questing and loot drops are easy ways to get equipment, but player-made stuff is much better. Check the local Broker for what the players are selling.
Upgrade your skills as much as you can afford. You will start at Apprentice 1, try to get at least Apprentice 4 or Adept 1.
Buy, equip, and use poisons. It will greatly increase the damage you do. Once you use it, it will be effective for 12 hours. If you die, make sure you use the poison again (turn it on).
Get dual wield weapons. You will atack faster and more often.
Once you get to level 11, get a bow and arrows.
Your power pool is determined by your AGI, so get gear that has a +AGI bonus to it.
When attacking, sneak up on a mob and start with a high-damage rear attack. You can also lead with a ranged bow attack to land damage and poison before they reach you.
Use your sneak ability to get access to many zones and areas. While others may need to fight their way to
Corroborating Existance of the Stormhold Library, you will be able to sneak in and sneak out.
Good luck!