I’m not exactly an expert on Daggerfall but I’ll try.

First things first, Daggerfall is less of a structured game (in modern sense) and more of a life sandbox compared to later games. Some basic tips:

• Save often.
• There are no map markers, ask locals about where to find stuff/people to make things easier.
• Fast travel takes (in-game) time and has various options which will affect the cost, travel speed and whether you’ll reach your destination well rested or not.
• Quests are timed (yes, all of them).
• Most of your adventuring will be focused on randomised quests.
• Locations open and close at specific hours, you can break in if you want but don’t expect a warm welcome.
• Dungeons are HUGE, nonsensical and, sometimes, impossible - there’s an option called “Smaller Dungeons” in the settings menu on the initial launch screen, it’s a good idea to use it.
• You can train your skills in guilds for a fee (you need to join them first, I believe). This type of training costs time, money and fatigue, and has a global cooldown so you can’t do a tour through all the guilds in a city and train everything in one day.
• Item repairs have to be done at blacksmiths and take multiple days (depending on item state, if I recall correctly). This can be toggled off in the settings menu on the initial launch screen if you want.
• Diseases are a serious matter - they won’t pop up instantly but show up some time after contracted and will kill you if left untreated. They will also progressing during fast travel as moving between places does take appropriate amount of time.
• Diseases like Vampirism or Lycanthropy can be contracted at random when fighting respective enemies and have pretty significant effects on gameplay (both positive and negative).
• Buying a wagon gives you additional storage for loot, just keep in mind that personal inventory and wagon inventory are separate and the latter can’t be accessed in dungeons unless you’re near the exit.
• Some equipment has various states it can be toggled between - using a cloak for example will switch between having your hood up or down (it doesn’t affect gameplay in any way).

Unlike newer games, most of the action happens at POIs, with travel taking place via world map - moving between locations manually isn’t particularly interesting due to lack of random (or any, really) encounters, simple terrain and huge landmass the game is set in. If you want to travel by yourself then check out some mods to make it a bit more worthwhile.

If you’re interested in a vanilla experience then the base package is fine as is. If you want more (better graphics, random encounters outside of towns, new quests or gameplay additions) then Nexus Mods has you covered. Here are some neat ones that don’t affect the gameplay much:

• World Tooltips - adds basic tool tips when aiming at objects (item or character names, level transition destination, location opening hours etc).
• Quest Offer Locations - quests can take you to various parts of the world but don’t inform you about where you’re suppose to go until after you agree - this mod changes that.
• Convenient Quest Log - makes quest log more readable, adds quick actions to cancel non-story quests and travel to the required location.
• Lively Cities - adds various NPCs to dwellings to make them feel more lively, like the name suggest.
• Basic Roads - adds roads between towns and cities. Useful for navigation if you’re interested in manual travel.
• Wilderness NPCs - adds random NPCs (friendly and hostile) outside cities, also useful when travelling manually.
• No Rush Main Quest - removes timers from main quests. Dunno how useful it is since I haven’t used it (nor did much of MQ) but adding it just in case.

That’s all I have for now, I’ll update the post if anything else comes to mind.