Can't change character for tutorial

Those are just tutorial messages.

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Human messages are denoted by a hallow character.

You are given 2 character slots just go in and create the second character it will allow you to do the tutorial when tutorial is done switch back to your first original character. That method worked for me and 2 of my other friends do I hope this will bring
some success to a couple of you still trying to get on without having to delete cache files!

I just started Morrowind for the first time. I forgot to turn down the difficulty, and change the lighting. So after the very long tutorial, I died in a cave and had to start with a new character...... >.< I will try again later lol

if it's over 12 characters then you can't change to it.

Found this today

10/2/13 Note: Some players have reported being able to get into the Tutorial race by re-downloading the Title Update, which can be deleted from Xbox Home or the PS3 XMB (Game Data Utility, NOT save data). Others reported having luck by selecting "Swap Character"
from the Online tab within the pause menu, deleting the character that was unable to get into the tutorial, and then creating a new character. Going into GTAO in Solo mode may also help to allow completion of the tutorial. Some who were experience this issue
have been able to get in just by trying again later.