Your first mission is to get some information on the Nerevarine and the Sixth House cults. Cosades sends you to Hasphat Antabolis at the Balmora Fighters Guild. Proving the point that there ain't no such thing as a free lunch, Antabolis is not telling you anything until you do a "favor" for him.
Antablolis is something of an amateur historian who is studying the Dwemer. And even though the trade in Dwemer artifacts is prohibited by law (he even tells you that it is considered treason and punishable by execution), he wants you to pop over to some nearby Dwemer ruins and bring him back a Puzzle Box. Personally, I'd rank treason a bit higher on the list than a mere "favor." ("As long as you're heading that way, would you pick me up a latte and do a little treason while you're at it? Pay you when you get back. Oh, and get a receipt so I can expense it. Thanks.")
Antabolis' directions are pretty clear: take the road to Fort Moonmoth, turn left just before you get to the fort, take the right fork when the path branches, go over the old Dwemer bridge and you'll see the ruins on the right just past the bridge. He did leave out one niggling little detail: Snowy Granius, a 3rd Level Imperial Battlemage, is guarding the bridge.
Granius will attack as soon as he sees you. If you can catch him at range, he's pretty easy to take down (he's 3rd level and only has 54 health points). If you cannot catch him at range, you'll have to fight him and his summoned skeletons. His spell sequence pretty much runs like this: summon a Skeleton, toss a Spark, toss a Spark, summon a Skeleton (if the first one is gone), close for melee. Once he has closed for melee, the only spell he will cast is to summon a Skeleton if there isn't one fighting you and he has the magicka to do it. Snowy doesn't have a whole lot of loot (clothes, an Iron Cuirass, Fur Boots and an Iron War Axe), but you'll find a few golds and some minor stuff in the crates at his end of the bridge.
When you get up to the ruins (called "Arkngthand," but no one speaks Dwemer, so who cares?), you'll see that the door is blocked by a stone sphere-looking thing. Back down the hill a short way is a pipe with a crank on it. Turning the crank will open the sphere. Just run up while its open and activate the door behind it.
So this is how the Dwarves lived. Not quite the Hyatt, is it? 'Course it has been a few thousand years.
Just ahead and to your right you'll see a pathway leading down. Follow it to the landing in front of the big hole in the wall. Stop. Turn to your left, but don't take the ramp down yet. See the big platform in front of you? There's a guy at the top of the steps and another guy behind one of those big pillars. See the three doors behind them? Those are NOT the doors that you want. Look above them and you'll see another platform. THAT is where the door you want is. Get it? Door on bottom -- bad. Door on top -- good. (see? I can speak Barbarian)
OK. Time for a plan of action. You have to either take out the two guys on the bottom (you can only see one, but the other is back there), or figure out a way to get past them. If you have a Levitate spell or Rising Force potion, your problems are solved. Just Levitate over to the top platform (the two guys can't follow you very easily) and go through the door. If you have a decent Sneak skill, you can probably Sneak to the bottom of the ramp and climb up the rocks to the platform without anyone seeing.
Failing in either of those, you'll have to fight them. The fellow at the top of the steps is Frink Ruuz, a 3rd level Redguard Smuggler. He's toting a Steel Dagger, has a 37% skill with it, has no armor and has 63 Health Points. His buddy, Surus Velvus, is a 3rd level Imperial Smuggler, also with a Steel Dagger and a 32% skill with it, no armor and 53 Health Points. Between the two of them, they have 20 golds and not much else. After disposing of those two, climb up to the top platform. It would be wise to do a quicksave before going through the door.
Behind the door (called "Cells of Solitude" for some reason known only to the Dwarves and the good folks at Bethesda), you'll find Boss Crito, a 5th level Imperial Battlemage. For a Battlemage, Crito is sorely lacking in magical firepower, so he'll just wade in with his Iron War Axe (34% skill level). This can be a tough fight for anyone with low melee skills (which is why we save before opening doors). Crito has an Iron Cuirass and Netch Leather Boots, and 70 Health Points. After getting rid of him, you'll find the following:
You'll also find the Puzzle Box on the bottom shelf of the bookcase behind Boss Crito. There is not much else in this room aside from some pitchers, bowls, mugs and Dwemer coins stashed in some of the crates.
If combat isn't your thing, you can always try a "hit and git" approach, but you'll need to be prepared to absorb some damage. The box is pretty close to the door, so if you move VERY quickly, you can grab it and be back out the door. You get back to the entrance the same way you got in. There is no crank to open the sphere, so you'll just be deposited outside. There are some torches in the crate by the door if you want to grab them on the way out (you won't need them inside).
Return to Antabolis with the Puzzle Box. Talk to him again about his "favor," his disposition will rise 10 points and he tells you to check back later to pick up a key to the locked section at Arkngthand. In the release version of the game, he will not cough up the key, so you'll need to resort to the time-honored tradition of breaking and entering to get through the door. If you have installed the current patch, however, you can check back with him later and he will give you the key to the locked door.
Antabolis will fill you in on the Sixth House, but says he doesn't know much about the Nerevarine Cult (does this sound like there might be another mission in the offing?). He gives you a copy of his notes and tells you to deliver them to Cosades.
Give the notes to Cosades for a 10 point boost to his Disposition and he'll have your next set of orders ready to go. Three guesses as to what he wants next and the first two don't count.
If you'd like to do a little exploring while you're here, here's what you can pick up in each section. I have not listed the Dwemer stuff as it's just too heavy to be toting around.
There is only one other NPC in this section: Cristus Lync (3rd level Nord Smuggler, Steel Dagger, 32% skill, no armor, 63 HP, 6 golds).
This is one the two main parts of the ruins that you can reach at this time and is moderately extensive. The easiest way to enter is by either the center or left door in the Hall of Centrifuge and follow the short passageway (Weepingbell Hall) to the door to Heaven's Gallery. There are three NPC's running around, but they are scattered, so it's no big deal to take them out one at a time.
Elsewhere in the Gallery, there is nothing laying around loose, but there are some nifty items in crates and barrels, mostly in the two rooms on either side of Kirbatha and in the crates near Liore.
Excercise caution when picking up stuff that is not inside of a container. There are/were some items that would cause the game to crash when you picked them up. Those have hopefully been fixed by now.
Immediately past Irbran Kirbatha is a door leading to Land's Blood. It has a level 32 lock on it. If you are running the release version of the game, you can only get past this door by picking the lock. If you have installed the patch, you can now get a key from Antabolis after you deliver your report to Cosades.
Aside from the room with Boss Crito, there is another part of this section that you access from the Hall of Centrifuge. There is one NPC in this other section: Idhdean Tailas, 3rd level Breton Smuggler, Steel Dagger, 32% skill, no armor, 5 golds. Also in the area:
This is the area that connects the others together. It's moderately extensive, but mainly consists of hallways. There are 3 NPCs in the area, scattered:
Elsewhere in the area:
This area was not intended for the starting player. It has a couple of fairly nasty critters in it, some random ingredients/weapons/armor and a chest with some Dwarven armor, dwarven weapon and a key to another Dwemer Ruin. The area is fairly compact, though, so it shouldn't take very long to get through it. The two critters are scattered, but close enough that you could wind up having to fight both at once if you're not careful.
This is a fairly long, but straightforward section that you reach through Land's Blood. There are some random ingredients in some of the containers, but you might find something nice if your level is high enough. You'll also encounter:
You'll have to cross some water to get to part of this and a Levitate spell or Rising Force Potion will get you up to the four or five platforms that make up the end of this level.