Obviously we don't know at this point in time as there has been no mention, but one of the least immersive aspects for me in oblivion was walking into a Tavern to rest, take in the booze and make recipes with my pestle, whilst looking at a lifeless window texture. I want to be able to look out at the quiet streets, the starry skies or appreciate that I'm indoors during Storms, but we were never able to appreciate this as all windows were just flat textures with a bit of light eminating from them. I've just reinstalled Oblivion and going to try out some of the amazing mods that never tried in the past, including Immersive Interiors, which adds transparent windows and give buildings in larger cities the ability to see outside.
http://www.tesnexus.com/downloads/file.php?id=34199
If Bethesda has already got this covered, the one thing I don't want to see is NPCs vanishing in front of doors. Perhaps have them go through the door and disappear once they are out of LOS.
Are there any other mods that you guys have seen and thought to yourself, "You know this feature would be great in Skyrim"?