Yeah, all the Elder Scrolls games are like that (from what I remember of Arena and Daggerfall anyway - it's possible that aspect of the game changed when Morrowind came out but I can't remember exactly). In Skyrim, I don't think you have Major and Minor skills, do you, you just have all your skills. And you don't nee to sleep to level up - my character in Skyrim has only ever slept once, for one hour, and only because it was necessary to cause a certain quest to kick off.
In Morrowind, you have every skill from the start (as you do in Oblivion/Skyrim), but five of them are Major skills (and gain a bonus to the speed at which they level up) while five are Minor (levelling up at the normal rate), while everything else counts as Miscellaneous (and levels slightly slower than the Major and Minor skills). Skills level up as you practice them (or spend money to increase them at a trainer...though if you know your Spellmaking, there's a way to do it for practically nothing
), and when you have achieved ten skill-ups in any of your Major/Minor skills (ten in one skill, five in two different ones, two in five different ones, it doesn't matter as long as there have been ten skill-ups among any of those ten skills), you are able to level up, which you need to do by sleeping (one hour is enough). When you have slept, you will get the level-up window, which gives you three points to spend in increasing your stats (Str, Int, etc). Stats which govern the skills you raised in achieving this level-up will get a bonus if you spend a point in them (so if a lot of your skill-ups came through using the Sneak skill, which is goverened by Agility, you'll find that spending one of the level-up points in Agility will actually increase the stat by anywhere up to five points, instead of just one). You have to spend your three points in three different stats.
Because of the way levelling works, short of using a console command to reset your skills to lower levels, your level cap is limited by the levels of your Major and Minor skills - once all ten of those are maxed out at 100, you can't level up any more. So while every race starts with a bonus to various skills, technically you're better off picking Majors and Minors from stuff that doesn't get a bonus and thus starts lower. Doesn't stop me playing a Khajiit Sneaky Bastard every time, though
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I also like the UI for Morrowind much better than the later games - I like the way the inventory is laid out and unlike Skyrim it doesn't have those (in my opinion) bloody annoying quest marker things plonked everywhere whenever you select a quest (one of the first things I did when starting the game was to turn off the ones that actually float in the air in the game world, and will usually hide the map ones too). In Morrowind, you have a journal which updates automatically when you're given a quest (or when a quest updates with new info). If you're told to find an NPC you'll be told the name of the location (if the NPC giving the quest knows it) where they can be found and given directions on how to get there. You need to either remember the directions or look them up in your journal (which keeps a track of dialogue as well - note that all dialogue in Morrowind is text-only, apart from the random comments you get from people when you walk near them or when fighting them).
Also, you can just
find Daedric stuff and don't need to craft it. You can't create items in Morrowind like you can in Skyrim - there is an Armourer skill but it's for repairing stuff...and I don't bother using it 'cause I just pay a merchant to fix it for me (not all merchants can repair stuff - you usually need to find a blacksmith or whatever)
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Whee, getting carried away again, lol.
), but then I had that problem in Morrowind as well. But at least I had Creeper and the Mudcrab to sell stuff to then 
) and not get seen - that happened to me the other day, there was a witch in a black robe leaning against a wall in a tunnel - I nearly ran straight into her before I noticed...she didn't even suspect a thing so that was a nice easy kill 
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