The nightmares in oblivion and Morrowind provided some background into being a vampire.
Ancestral dreams.
They were cool and sometimes totally creepy.
In Morrowind they were more apt, as Telvanni really were interested in you. (and one of the few factions that would talk to you, or at least not attack as soon as you spoke.)
And there was a dream about doing a quest for a vampire ancient, of wich there were a few.
Vampirism in oblivion was a bit underdeveloped. I would have liked some vampire quests.
If vampirism is in Skyrim, I would like to have the old dreams, and some new ones
I liked them.