1. For the skills, Blunt weapon is favored by 3 factions, and Longblade, Heavy Armor and Speechcraft by 2 factions each. Spear favored by the Legion, but there are fewer interesting spears than longswords and blunt weapons in the base game, which is probably different here seeing you installed a mod to make spears more useful. Marksman and Light Armor aren't a bad idea either.
All guilds have low-level missions available at first, notably the Imperial Cult has a number of fetch quests that can be quickly solved provided you know were to find what they ask (but Going out of your way to follow what they recommand and giving more than they expect tends to give better rewards).
One point about the Legion than can be annoying in the base game is that you have to wear a Legion Cuirass (chainmail is the lightest to carry) when speaking to members of the legion of higher rank than you; I'd recommend taking the time to level up Heavy Armor, Longblade and Spear before joining them to to make promotions easier and join the legion last, unless you roleplay specifically as a legionnaire or something like that. There's a mod that requires only to wear a ring, it's up to you to use it or not.
The quests for the fighters guild can potentially conflict with the thieves guild unless dealt with in a specific way, so consider whether or not you plan on joining them and/or have them eradicated at the end (I won't say more about it for risk of spoilers).
Remember also that only one Great House can be joined.
2. The difficulty slider doesn't affect levelling, but only the amount of damages you inflict and recieve in combat.
Some skills are much harder to level up than others (weapon skills to level up naturally due to the failure rate), so don't hesitate to use trainers to get at least one weapon skill up up to roughly 50.
There are also a lot of mods that overhaul levelling (like Galsiah's Character Developement), but I have never used any of them and thus can't help much here.
3. The first few quests from Caius can be done at a relatively low level, but things will get harder rather fast after he sends you to meet Sul-Matuul. As he says, don't hesitate to take a break to level up and do some questing if one task is a little too hard before coming back.
I hope those advices will help you enjoy the game!
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