If you are new to the game or just like me and need to be pointed in the right direction some of the times then here are some useful links.
1: In-Depth Walkthrough. If it was not for this my Oblivion CD would of been snapped in two a long time ago.
http://www.gamefaqs.com/console/ps3/file/934605/43850
2: Oblivion world map. Can't find a cave, shrine or some other location? Type it in here and it will tell you where it is situated.
http://www.nirnroot.planetelderscrol...me=Obliv-o-Map
3: Scroll list. Just as it says on the tin, list of scrolls so you can take full advantage of magical abilities.
http://www.uesp.net/wiki/Oblivion:Ch...e_of_Sacrifice