People forget that Morrowind came with a huge, very detailed map of the game world that included 90% of in-game locations.
There's really no excuse for not finding a way from Seyda Neen to Balmora, even if you don't talk to the scout who gives you a scrap of paper with detailed directions. Not to mention, you can buy two scrolls of Almsivi Intervention that immediately teleport you to the temple in Balmora. Oh, and there's even a silt strider just outside town.