You've crawled out through the tutorial dungeon in Oblivion Remastered, you know the basics, and you're raring to go on an adventure. By now, you must be wondering, "What do I do first?" Well, there's no right to wrong thing to do in Cyrodiil, but a few takes do take priority.
I'll try to list down things you should do (or at least try to) as soon as you're done with the tutorial. Of course, you don't have to follow this at all, but it will make your playthrough a whole lot easier. That being said, here are 5 things to do first after you beat the tutorial dungeon.
5 things to do first after you beat the tutorial dungeon in Oblivion Remastered
Save before leaving the tutorial area

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I know you're excited to go out and explore Cyrodiil with the current build you've created. You've tested your character in combat and found that they are incredibly powerful and exactly how you wanted them to turn out. However, this is often seldom the case.
The moment you enter the big, open world of Cyrodiil, you'll realize that maybe you should have gone with a completely different set of Attributes and Birthsign. Perhaps you want to be a Conjuration Mage in Oblivion Remastered instead of whatever your character is good at now.
For this reason, and much more, I would highly recommend that you create a manual save file before you finally leave the tutorial dungeon. This will ensure that, should you change your mind about your character in the early game, you can double back and make changes to start over.
Get yourself a free house!

There are several purchasable houses in Oblivion Remastered, but you're broke. Your adventures in Cyrodiil have only begun, and you have nothing to your name. That doesn't mean you have to rough it out on the streets.
If you head to Dunbarrow Cove, you can get yourself a free house. Sure, it's not as fancy as those in Imperial City, but it's completely free. When you upgrade it, you can also have NPCs there who sell you Spells.
Get yourself an enchanted weapon: Chillrend

There are plenty of weapons you can get your hands on in Cyrodiil. However, a few of them, like Chillrend, are a cut above the rest (pun intended) and rather cool to look at (pun intended again). I'm not saying Chillrend will be easy to get, given the parameters you need to maintain, but it's not impossible.
You can get Chillrend in Oblivion Remastered by completing The Killing Field Quest. It's not something you can do as soon as you leave the starting area, but it will be feasible to do in a while. This enchanted weapon deals frost damage, which is rather nifty as it will slow enemies to a small extent.
“A horse, a horse, my kingdom for a horse!”

Sure, you could fast-travel around Cyrodiil, but there's nothing like feeling the virtual breeze in your hair at full gallop. To experience this, you need a horse. There are two Quests you can potentially undertake to get a horse for free, choose which one is better suited.
You can either get Prior Marobel's Horse or Shadowmere from the Dark Brotherhood. I don't know about you, but Shadowmere is the better option as it cannot be killed. When health has been depleted, it simply becomes unconscious. This will save you the effort of having to look for another free horse later on.
Become a creature of darkness and spontaneously catch fire in sunlight

I'll be the first to admit that this is not one of the things you should do after you beat the tutorial dungeon. However, who doesn't want to become a Vampire in Oblivion Remastered, right? You can do this at the very start of the game. You don't even need to kill anything, just get hit a few times by a Vampire Knight.
You'll need to travel to the Barren Cave that's located east of Imperial City. It's on the road that leads to Cheydinhal. It won't be too hard to find. Once you get attacked, wait three days, and presto, you're a Vampire. You'll have a few buffs and bonuses that will make your playstyle rather interesting (and risky, at times). Before you ask, no, you cannot turn into a Werewolf.
These are my top five things to do first after you beat the tutorial dungeon in Oblivion Remastered. However, this doesn't have to be your list. The game is open, and you're free to play as you see fit. You can even use cheats and console commands, if you'd like. There are no wrong answers here.
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