Where does one mine moonstone

Like Cloudancer said, one of the first mines in the game is to the east of the Guardian Stones. If you fast travel there, you can look for the "Mine" icon in your compass:

Follow that, and it should lead you directly to the Embershard Mine. Once inside, you'll need to look for veins of ore. Look for any sort of discoloration in the walls, then walk up and see if the tooltip says that you're looking at ore. Here's what an Iron Ore vein can look like:

Whether or not this is cheating, I don't know. But I wanted Conditioning also for my Warrior, and I also wanted to +100 weight carrier in Pickpocket perk.

What you are trying to do below is get 100 pickpocket, so you can steal back any gold from training.

Starting this I was about level 10 (now level 27 from an hour grinding).

Steps I took to get both:

• I went to the Stone and took Thief (changing from Warrior).
• I had about 15~ pickpocket if I remember correctly. I stole enough to get my pickpocketing up to about 20. Steal apples and stuff. Doesn't take too long.
• I then went to Jorvasskar (the home of the Companions).
• Speak with Farkas in there and train Heavy Armour once.
• Steal back the 200 gold it costs. (And you will gain a level in pickpocket).
• Train again, and repeat five times, stealing back every time.
• At which point you can level up.
• After you have leveled up repeat this process until you get to a point when your probabilty to pickocket is too low to succeed and start taking the perks in pickpocking in order to get a 20%+ change to pickpocket items. Once you can take the 50% gold pickpocking perk (this REALLY helps and keeps your change to pickpocket at 90% all the time).
• Keep pickpocketing all the way up and you will easily get your heavy armour to 70.

You might want Blacksmithy Also... A really easy way is to do this: (You need Undead Flee enchant or something equally high quality).

• Craft Daggers
• Enchant with Undead Flee.. (using a petty soul gem which you can buy for 30g)
• Sell the daggers back to Eorlund Gray-Mane the Blacksmith for like 300~ gold each.
• Buy all of his Ores.
• Pickpocket everything from him.
• Repeat every 48 hours, or move to another Blacksmith.