The second thing that I missed terribly was the fog. I realize that fog was just a convenient loading barrier, but it really gave a sense of discovery, you never knew what might lie ahead of the fog.
The final thing I missed was the dust storms. Seeing NPCs covering their faces to avoid the weather while stumbling through limited visibility just seemed really cool.
So what was your big "miss" from Morrowind?
Hopefully the devs are taking things like this into account for Skyrim. Their are many many people who think Morrowind was far more immersive and just better overall, minus the technical flaws.
And don't forget about the werewolves!