To start the main quest you have to go to Balmora and Talk to Caius Cosades, for Bloodmoon you have to make your way to Khull and Talk to one of the guys at the dock to get to Solstheim (the silt strider guys can get you to either place, also consult the map, the map is your friend). For Tribunal you have to play the game long enough to get attacked by a Dark Brotherhood assassin while you sleep, this will set off the chain of events to get to Mournhold (consult your journal often, it can be helpful). As for the great houses, completing the quest line for any of the 3 will earn you a stronghold, which you will need if you accumulate a lot of items. To join house Hlaalu, you have to specialize in stealth, and speak to some lady at the Hlaalu manor in Balmora. To join house Redoran you have to specialize in combat, and talk to someone in Under Skarr in Ald Ruhn. To join house Televanni you have to specialize in magic, and have to talk to the mouths in the Televanni council house in Sadrith Mora. Hope this helped, I haven't played the game in a very long time.