As an Oblivion player I am asking you what are the biggest differences between Morrowind and Oblivion? Is Morrowind as an open world as Oblivion is? Is it easy for me to feel connected to my character and to RP? Or is that more a bit of Oblivion, due to that being more open world and such?

You have to read more.
Speaking of reading, you should read this: http://www.uesp.net/wiki/Morrowind:Morrowind_for_Oblivion_Players

Morrowind's world is just as open as Oblivions.
And as far as roleplaying, I think Morrowind has even more to offer. Because there are more factions/guilds to align yourself with.

Also more skills with which you can specialize your character.

The SINGLE biggest difference between them is that in MW, you can FAIL if your skills are low. That goes for combat, spellcasting, speechcraft, lockpicking, or almost anything else. The character's skills are more important than player skills, unlike in Oblivion where your dexterity and reflexes as a player "trump" character skills in combat and mini-games, and outside of that "failure" isn't possible.

You can TRY things that are above your level in MW, although the odds of failure are steep, but so are the potential rewards for defying the odds. In OB, you can't even attempt it until you hit some multiple of 25 skill, then it suddenly becomes an automatic success, and all "rewards" are adjusted to your level.

The net result is that OB is a better "action" game, but MW is a better "roleplaying" game. Whether you prefer one or the other is completely up to your personal tastes.

Morrowind is filled with more dialogue (albeit repetitive and arduous text based dialogue), and has a much better story - but is as about as immersible as cement. The combat svcks balls and is only slightly better than turn based combat. The world is much more diverse and feels epic in scale. IN Oblivion, the dialogue is much more interesting text based dialogue, and at times is very interesting to listen to, but the problem with it is: that once you have heard 10 or so people speak, you have heard everyone speak. Combat is a lot more involving than the point and click adventure that is morrowinds combat and the magic system is slightly more user friendly. The world of oblivion, however, looks and feels like the same piece of medieval British countryside copied and pasted to fill the entire map, and any epicness that was intended is lost, especially with the addition of fast travel (which personally i like).

I would like to end by saying that this is an observation made having played both games religiously and loving them both to bits; to the point that I can point out and accept their flaws, with no love lost

Morrowind is also a less directed game than Oblivion. Prepare to feel clueless and lost...

This link is great for the mechanics.

Personally I find them to be be very different games with similarities.

In Oblivion your character does all these great things and is forced into saving the world or some saving something big all over the place. In Morrowind, at least at first, your character is thrown into an alien world and kind of figures out how to survive. And gets some non-epic type quests, but that's the fun of it. Maybe your boss at some Morrowind guild sends you over to some other part of the map to deliver something or talk to someone, and gives you crummy or vague or no directions so you don't really know how you're going to get there. So you start walking, get lost, run into some interesting NPC who asks you help him or her and maybe you figure okay. And sometimes that NPC actually pays well for the help, or maybe the NPC is trying to take advantage of you. Either way it's a slower pace than Oblivion, but quite a bit of an adventure.

In someways it's similar to Oblivion and in someways very different.

The NPCs in Morrowind feel... kind of empty. Schedules and whatnot really improved Oblivion for me.

Well first thing you will notice is the dated graphics. Still not bad, but if playing on the PC there are lots of great mods to improve them. If you PM me, I have a great link someone gave me or you can look in the mod section. Also there was a Tweet or blog from someone from Bethesda that gave a link to improve Morrowinds graphics. Morrowind Overhaul I believe it's called.

NPCs are more static and woody if that makes any sense. For it's time it was ok, so rememeber it was made almost 10 years ago. There is not much help, no hand holding, no compass pointing you to anywhere. Sometimes someone will tell you to go east, when it really was west.

So many more factions to do, more quests to do.

In combat if you hit someone, you can do ZERO damage. There are many reasons for this. Your weapon skill for that item, the enemies weapon skill for defence or block and or shield. If you run your endurance goes down. When you attack your endurance goes down. When ever your endurance goes down your % chance for casting magic goes down as well. So you have to remember when to run and not.

Morrowind has levitation and there is some places you can't reach without it.

Also as someone said before, You FAIL. You fail alot since this game is not made for the "common gamer" who can't take failing.

biggest difference: no fast travel & no scaled leveling. the graphics also aren't as pretty as oblivion's, and the voice acting is limited - you'll be reading a lot.

it is a giant world though, and very immersive.

Oh I loved how Morrowind didn't have that voice acting. I hate voice acting and rather read.

yeah, me too. i always try to disable it.