You get your orders at the Fighter's Guild in Balmora. You have to clean out the Cave Rats at Drarayne Thelas' house. Ask where rats are - you're told to kill them and get payment.

She's straight across the river. Go talk to her. Has one upstairs and 2 in storage. Open the door there to kill the first one.

Now go out and up the outer stairs. Kill the 2 behind the door. Now go back to her house. Chat with her about vampires. She gives you 100 gold when you mention the cave rats.

Go rest to gain the level you're at now. Don't forget to choose special upgrades to certain skills.

Back to the Fighter's Guild. Tell Eydis, she says good. New orders.

Elder Scrolls Morrowind Walkthrough