Skyrim. Oh, Skyrim. I love this game to death. I should play it again.
I haven't played Morrowind yet (I played Skyrim on the Xbox but no longer have the Xbox, so I'll have to get Morrowind for the computer), but if I recall correctly, I believe enemies are scaled to a range around your level as you continue to build your character and get better weapons, etc. However, at level 10, you can stumble across places that have higher level enemies than yourself (like giants, in which case, you better book it out of there before they beat your a**). But I don't think at level 30 you can find very many enemies that are lower level than you unless they're skeevers or spiders, etc.
I highly recommend playing Skyrim. It's a gorgeous game with fantastic music, the gameplay is great, the quests and battles are fun and rewarding... Then again, like I said, I haven't played any of the other ES games, so this encouragement is totally biased. Take it as you will.
Yeah, if I remember correctly (and it's been awhile since I've played), Morrowind didn't have any level scaling. So you can get your bottom whooped pretty early on. Random item loot is scaled, though.
If you're playing Morrowind on PC, I recommend getting some graphics-enhancing mods. The graphics are decent, but they feel dated, and the characters are kind of ugly, lol. Just be aware that Morrowind's combat gameplay is stat-based and I think the hits are stat-based (luck?) as well. Fatigue affects your combat, too.
It feels a bit old-fashioned and clunky. If you have a very, very high stealth stat, you can pretty much steal something in front of someone's face. XD (I know I did.)
Prepare for a lot of reading. There is a lot of text-speech and dialogue in this game. (Not a lot of voiced stuff, if I remembered correctly.) Sometimes the NPCs give some information about various factions and places or other NPCs, etc.
There is no fast travel, unless you pay for a ride (or use magic), so prepare to walk around a lot. The NPCs sometimes give vague directions, so there were a few times I was a little lost. (But I've always been bad with directions, lol.)
I can't remember if there were quest markers. I don't think so...?
Oh, and be prepared to face some cliff racers (weird flying creatures)! They can get annoying at times, lol. XD
One more thing: Be sure to check the barrel, in the beginning area, for a magical ring. Look everywhere, basically, just like in any RPG.
I hope you enjoy Morrowind!
It takes some getting used to, (especially post-Skyrim, lol).
ETA: Here is a link showing some differences between Morrowind and the newer Elder Scrolls games:
http://uesp.net/wiki/Morrowind:Morrowind_for_Oblivion_Players
I've played this game long ago when it was first released, and I remembered it was a bit of a learning curve with some things. I would suggest skimming or reading the manual, so you know what's different from Skyrim. Take your time, train those skills, watch your fatigue level, and have fun!
(Forgot to add: Magic is another way to travel!)