>Go to the fist cave outside Seyda Neen
>Find a daedra bound to an old rapier that I can have upgrade along side me
>Head to Pelagiad
>Seemingly simple quest to investigate a well leads into suddenly being in Peryite's Pits (and then immediately reload my save because I'm still level 1)
Maybe Wabbajack lists aren't so bad after all. It's really nice to have no idea what's out there again