The very first time I had ever played Morrowind, I didn’t realize that I had the Tribunal DLC installed. The very first night that I slept on the very first time I had ever played Morrowind was in Caius’ bed (with his permission). I was tired and beat up due to my walk from Sedya Neen to Balmora. And then, of course, a Dark Brotherhood assassin attacked me immediately. This was confusing enough, but even more confounding was Caius’ refusal to assist me in any way.
So I got rid of all the DLC and played Vanilla Morrowind for my first playthrough, and didn’t install Tribunal or Bloodmoon until after I’d defeated Dagoth Ur. The proper way to do it, if you ask me! It doesn’t make any sense that you’d be targeted in this way when you’re some nobody fresh off the boat.