Daggerfall leveling

[SwedishBerzerker]

I've played Daggerfall for three days now and I've only come to the point in teh main quest after you've met some woman who sent you a letter. It seems five levels are required to proceed in the main quest. So, I need to level up 3 levels (I'm on level 2). I've done a [&@%!] of various quests from both the Fighters Guild and Innkeepers/Merchants, and reached the third rank in the Fighters Guild.

This is my character's skills:

Primary:
Long Blade, Axe, Running

Major:
Critical Strike, Medical, Dodging

Minor:
Thaumaturgy, Restoration, Climbing, Swimming, Destruction, Archery

Now to the question:
As far as I've understood, the leveling system of Daggerfall is quite similar to that of Oblivion - you raise skills and then sleep to level up. Out of my primary skills, I only seem to automatically level up in Long Blade and Critical Strike. So, how am I supposed to level up faster? I've killed a lot of monsters and done a lot of dungeon crawling, but I still don't seem to be able to level up reasonably fast. Is this how it's supposed to be? Are you supposed to run around to guilds to get training to level up fast?

Thanks A LOT in advance!