Oblivion

I delete as I go

Can I buy and sell stuff? I've never seen any kind of icon/option for it

Hahaha, yeah. Certain merchants will only buy and sell certain things, but yeah, pretty much anything you find can be sold. You can even sell stolen stuff if you join the Thieves' Guild and get a fence. As for houses, there's one house in each city that you can buy, but sometimes it requires...a bit of work. In each city, ask around for rumors and you'll find someone trying to sell a house.

Yea get off the main quest and start doing the side stuff. The game is much more fun with the side quest

Playing only the main quest in Oblivion is like taking interstate 95 up through Maine: sure, it's not bad on its own, but you'll have a lot more fun, though it'll take longer, if you drive up Route 1 and the roads that parallel it along the ocean and through the various fishing villages. You'd miss out on so much if you ignored the side quests, it'd hardly be worth it.

As far as selling things, just walk into a building with a sign out front in any town; if there's someone behind a counter, have a chat and click the middle icon at the bottom (I honestly can't remember what it looks like, you can hit me if you like!). Shops have cheesy storelike names, sometimes related to their specialisation: Fire and Steel is a blacksmith's shop, Colovian Traders is a general store, and others such as Renoit's Books should be obvious. General traders will buy anything; blacksmiths will buy weapons and armour; magic shops will buy books, alchemical apparatus and ingredients, and soul gems; innkeepers will buy food and booze, and everyone will purchase clutter (such as plates/utensils, pelts, and the like; much of this is worthless). Without mods, the only people who will acknowledge stolen items are Thieves Guild fences.

Details on getting the best deal can be found here; the maximum amount shopkeepers will pay for your wares depends on their disposition toward you and both of your respective Mercantile skills.

On a related note, I found that once I got well into the Fighter's Guild stuff, the best deal on repairs was from the various Fighter's Guild porters. You know, that annoying guy that follows you around the building to keep you from steeling stuff? :P

I put that guy to sleep then stole the stuff anyway lol. A tip for you all. When you are doing the Thieves guild quests and need to sell gear to the fences the easiest way to do it is to just go to the fighters or mages guild (if you are a member) and take the stuff off desks and shelves, cos you are a member they don't care lol.

Where will other Oblivion gates open up at? I want to go to them before they appear on my map

They're usually all over the place. Just go wandering around in the wilderness and odds are you'll find one.

There is one not far outside the walls of chaydenahll, one in the mountians between chaydenhall and bruma, one close to layawin etc. Look back a few pages. I posted a map that list everything.

I think the ones that are just outside cities only appear once you get to that point in the quest. But there are definitely quite a few out randomly in the wilderness.