I strongly recommend walking to Balmora instead of just riding the silt strider. You get lots of good information along the way, and the roads really aren't that dangerous. Those little monsters you do encounter help to build your character up.

Leaving Seyda Neen, you take a right at the first signpost across the bridge. You can practically see each next signpost from the previous one. So just follow the road to the next signpost. You'll be in with giant mushrooms now. The signpost will say to go to the left.

Note that to the left of here is Andrano Ancestral Tomb. The ancestral ghosts aren't hurt by normal weapons. Also other ickies and the body of a tomb robber. I personally leave this alone, I don't feel quite right about killing off ancestral ghosts and robbing a tomb.

In short time you should reach the small town of Pelagiad.

Elder Scrolls Morrowind Walkthrough