I really don't see how Fast Travel couldn't be included, but i'd love to make the commitment to never use it, providing it was for more purpose than just my own pride.
The other familiar things could be present. Sleep deprivation, hunger and thirst.
The final thing i think should be implemented (proving this is supposed to be a grittier game) is environmental effects, and seeing as though this is Skyrim, it would be primarily cold. The player should take attribute, fatigue or health damage for being present to extreme cold. This could be due to not wearing clothing in an exterior (different items provide different levels of warmth), and could be multiplied when in or shortly upon leaving a body of water.