QUOTE(WoogieMonster @ May 27 2008, 04:29 AM)

Playing SI first will not have any negative effects, it will just be really hard.
My advice: Attempt to get through the first mission from Lord Sheogorath, get the sword as your reward, then go back to Cyrodiil to gain a few levels, then come back to SI.
BTW, welcome to the Nexus.
On the contrary, unless you have a mod which affects quest rewards, playing through even early SI quests at low level can leave you with cool items which become virtually useless by level 10. I made the mistake of doing the quest for the sword at level 5...
You also end up missing out on some of the more difficult SI spawns and things by doing it at low level. As with the rest of vanilla Oblivion, most things you run into are determined by level. I really wouldn't go into SI below level 15 or so, even if you do have things modded. This is because around level 15 most of the stuff around Tamriel is looking pretty weak, and you need some sort of challenge.