Because there were no quest markers I had to read it, listen to the NPC's and then start looking. I often ended up lost a bit but... IT WAS FUN! It felt so IMMERSIVE.
A simple guy - once a prisoner, lost in a huge world, evolving through his actions, climbing the ladder of society through long and hard work. It felt amazing.
In Skyrim I'm Dovahkiin almost from the start. Guided by the hand of God (quest markers) everywhere I go, in everything I do. The questlines for all the factions are fun... but short. Mainly because there is no research anymore. I'm just being given a location on the map and follow it to the end, sometimes straight to the item I was suppose to FIND.
Where is the challange?
This is how I see it too. Just to add my bit, I hate how locations aren't fleshed out in Skyrim. I just get a marker on my map, and am expected to just blindly run to it. I miss the days of "take this road, go left at the fork...look for the big rock and head due west." Sure it was tedious, but it felt more epic.
Obviously Skyrim is a far better game in terms of graphics and mechanics. If you don't think so, you're loopy. But I feel Morrowind was a better 'experience' overall, it was a more epic journey. If you compare just the main quest alone from both games, Skyrim is a complete WTF moment. Who's Alduin, why do I care, and what happens if I don't kill him? These were questions I was asking myself all the time. I actually first heard the name "Alduin" on a frickin' loading screen text....that's just wrong.
In Morrowind, the lore builds upon itself, and you learn all the important things as you go. Everyone talks about the prophecies to the point of "yeah, we get it." But in Skyrim, greatness is just thrown at you at level 5. You kill a dragon and everyone bows down. There's no epic lore or great feeling about being Dovakiin. (aside from the fact that it's super fun!)
I guess my complaint is that in Morrowind you had to work to achieve greatness, and in Skyrim you're just born with it. Feels really flat and shallow.
All that being said, I LOVE Skyrim. Amazing game, and super fun to play. When it doesn't crash or bug my quests that is...