What level should I usually be on Oblivion TES4 to enter the first oblivion plane gate?

Solution 1:

One of the most quirksome features of Oblivion is that everything scales. It doesn't matter where you are -- whether invading old undead-infested forts, or clearing oblivion gate after oblivion gate; the champion arena matches, or facing off against Manimarco the King of Worms -- all creatures are scaled to give you approximatley the same level of difficulty throughout.

So to answer your question, there is no proper level. However, the game can be a bit brutal at the early levels before you can build up enough of a health buffer to make fights more drawn out affairs. How are you building your character? (Stackexchange has some good questions re: oblivion for these very things!).

You should find these links useful:

Playing a sneaky character in Oblivion

Character Building tips for Elder Scrolls IV: Oblivion?