You have two ways of addressing this issue:
If you fail to do this, Oblivion's enemies will scale so quickly that leveling will paradoxically make you weaker, making the game much harder.
However, leveling any skill before your tenth Major Skill increase will raise the Attribute bonus you'll receive when leveling up, which means you'll want to level both Major and Minor Skills to receive optimal Attribute bonuses. In essence, your character will level up after you've increased a Major Skill ten times and rest at any bed, allowing you to increase your character's Attributes. Basics of leveling, including what each Attribute and birth sign does, can be found in our Oblivion Leveling guide. If you've never played Oblivion before, you need to understand how leveling works, as Oblivion has arguably one of the strangest and most punishing leveling systems in an RPG.