So I,m playing Oblivion and was wondering if starting the main quest line was best for experience
Oblivion uses a system where the world automatically adjusts to your level. The higher your character level, the stronger the enemies you will face. This applies both to the main quest and to the optional content.
There are a lot of enemies which you will face only during the main quest. When you play the main quest first before doing any optional content, you won't ever see the high-level main quest enemies. When you do the optional content first and then do the main quest, you won't see any of the low-level main quest enemies.
In my opinion, you will have the best game experience when you alternate between progressing the main quest and doing optional quests.