Those are probably cliff racers you keep running into if you're headed towards Ghostgate. The Ghostgate area would be pretty tough for a low level character. I don't want to spoil too much for you or anything, but the area inside Ghostgate is basically the final area of the game. You'll probably want to stick around the starting areas. Doing stuff in Seyda Neen, Pelagiad, and Balmora should get you a couple levels at least. Use your major and minor skills as much as you can, they're the only things that affect your level progress.
I used to be a huge Morrowind freak. I have a FAQ written up about it on my website, and a Morrowind section on my forums. I haven't updated the FAQ or played in months though. The game got ridiculously easy after awhile and it lost its appeal (that and NWN came out).