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1. Enter Vivec's domain and you'll find him in the center of the large room. Speak with him about every subject he brings up, and you'll end up getting the detailed plans (written on scrolls) you'll need to defeat Dagoth Ur, as well as a history lesson and, most importantly, the powerful Wraithguard gauntlet.
2. Continue talking about every topic until they're expended, and you'll learn how to use Wraithguard and be offered a suggestion or two on how to get started in your quest to defeat Dagoth Ur. Read over "The Plan to Defeat Dagoth Ur" which details the whole process (which can actually be done in a single sitting if you're powerful and can travel using levitate frequently to reach places that would otherwise need to be reached via a longer route).
3. It's advisable now to stock up on supplies (meaning exclusive health, fatigue and magicka potions, restore attribute potions, etc.), get rid of any excess weight, and make those valuable enchanted items if you have the money or skill. I'd recommend, for about 24k if your disposition is high, to make a constant effect item (using a Golden Saint or Ascended Sleeper soul gem) that includes 5-6 points of restore fatigue and water breathing on the same item. I'd also recommend making a constant effect restore health item with as much enchantment as you can. For example, I used a Daedric Tower Shield that had 225 points of enchantment to make a constant effect restore health of 9 points for the end game. It cost me though, 120ků fairly painstaking to acquire due to merchants' low supply of gold.
4. When you feel you're ready, head over to Ghostgate from Ald'ruhn for the first of many raids on Red Mountain. Most likely you'll not need to read the next few parts of the walkthrough, as they pertain only to those who have not followed the walkthrough above or have not met with Vivec and received Wraithguard yet. Skip the next couple of sections and pick up the walkthrough again at the "Required Artifacts" section.