Welcome to Game Banshee
I don't know of any walkthroughs that do as you ask (though there may well be some), but, there really is no order in which you are supposed to do quests in. Morrowind is the least linear game I have ever played.
If you are looking for suggestions though, I'd recommend starting off with whatever guild is most suited to your character's skills/abilities. So, if you are stealth oriented, for example, begin with the Balmora Thieves guild, and follow their vague suggestions on the order in which to visit their particular quest givers. By the time you finish your first guild, you should have enough money and experience to attempt another.... and so on.
Regarding the main quest: Some people do it right at the beginning, others save it for a while. Personally, I'd advise doing it earlier rather than later, simply because if you do it first, it is actually quite challenging. Taking on the battle at the end of the main quest when you are somewhat high level can be very anticlimactic (even with the difficulty set at 100).
However, it really is your choice. There is no real predetermined order for anything is this game.