Oblivion how to level up fast

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You could also find a really cheap alteration skill and spam it until that levels up. For instance, based on your major skills, you could just equip a full set of heavy iron and let rats and mudcrabs attack you for a few minutes while you heal until your heavy armor skill goes up by 10.

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While you don't want your major skills to be things that will level up too quickly, you still want them to be things that you can level up easily if you want.