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Bethesda's (first) encore to Morrowind is a tale of political and religious unrest in Morrowind's capital, Mournhold. Once the expansion is loaded, the first time your character rests will begin its story....
Here are some general tips for those wanting to be prepared for the adventures in Tribunal. First, check that the difficulty slider level in the options menu reflects your character level. This is a tough expansion and much more difficult than any part of the main quest in Morrowind. If your character level is under 20, I suggest you adjust the difficulty slider to 0 or lower if you want to begin tackling the quests. However, I'd suggest that you first perform a significant portion of the main quest and side quests in Morrowind to give you a bit of background to this side story in Mournhold, and for your character to become more powerful with levels, hit points, and enchanted items. You'll definitely need them if you want the most from Tribunal.
To give you a bit of background, I went through the game beginning at level 42 (the level I completed Morrowind), and ended at level 50 (all from one well-funded trip back to Vvardenfell). I also played through Tribunal at difficulty 100, and found the challenge to be, I presume, adequate to all but the absolute most powerful of characters. My character had many of the greatest artifacts from Morrowind's main quest, and a few new ones from Tribunal's quests and I still died many times.
In general, you don't need to be uber, just make sure you're well equipped and have lots of money to spend on potions and/or good enchantments. You'll find the battles to be twice as difficult as anything you face in Morrowind. If you don't already have one, an enchanted constant restore health item of 5 pts or more would be extremely helpful (mine was 9 pts).
One final word of advice. There will be a place in Mournhold that will buy your elite artifacts if you wish, the Museum of Artifacts. If you can help it, keep at least one of them aside for a later part of the main quest in Tribunal. It will come in handy.
The Order of Quests:
Unlike in Morrowind, the order of the Main Quests is not strictly linear in Tribunal. It's possible to skip over a large (mostly non-fighting) portion of one set of quests if you choose to complete another set first. This is not crucial to know as you have to go very far in one set of quests to skip any at all, but I explain further below if you choose to read on.
There are two related paths in Tribunal. On one hand, you have the Mournhold Monarchy quests given by the royal guard Tienius Delitian and King Helseth, and on the other, you have the Temple quests, given by three people in the Temple. I suggest running the two sides of the main quest simultaneously rather than sticking to one side for more than a few quests, to get the most out of Tribunal. After the point at which the King appears, it's no longer possible to skip any of the quests. The Walkthrough is situated in such a way to be able to complete all of the quests in the order given. If at any point one side refuses to offer you any more quests, try the other side to proceed. Any further information will be explained in the Walkthrough.
Happy adventuring and on with the Walkthrough.