Have you been reading those books? They can give you skill boosts.
So really, what should I expect from Oblivion? What is the big differences in your mind in terms of storytelling and world building?
Ahh,...I'm with the "find out on your own" crowd. It's so much better this way. I will also add
don't fast travel. Try not to fast travel....try just walking, running, and riding a horse to get around. There's LOTS of stuff to find in this game, lots of little things and places to explore. I've been playing Oblivion for over 3 years and I still haven't found every place and thing there is!
This one below me is really important, as I also made this mistake several times.
I think one of the biggest mistakes I made with Oblivion was looking everything up before I bought it. That said, I still find new things quite a lot. So, try not to look for spoilers and expect to be surprised!
Yep, this was me, too, looking stuff up and ruining surprises, at least with my first couple characters. But by the time when I did Knights of the Nine with Renee Gade II and Dyan, I was firmly against looking stuff up, and this made these roleplays a lot better. I was able to do KotN's few puzzles without looking stuff up.