What to do, what to do in Oblivion

I'm a big action and rpg fan so when i got a 360 a few months ago I picked up Oblivion. I've played a little bit, and while I've enjoyed the parts i've played i'm having trouble really getting into the game. Any suggestions as to what I should go do? I think part of the problem is that the game just feels too big to just jump into.

dude go to this link

htttp://www.uesp.net/wiki/Oblivion:things_to_do_when_you're_bored

it helped me alot when bored.