I agree with you completely in what the next game should focus on. My biggest complaint in Skyrim was the lack of interesting NPC interactions and dialogue options. It made many of the villages and even much of the cities feel a bit hollow to me. Skyrim certainly showed that they can utilize their skills to make the game look very fantastic and magical compared to previous iterations, so I don't think we have much to worry about in that department.
Other than that, as far as actiony things go, my main request is more spell variation. I think it would be cool especially if the game were in Hammerfell to see earth magic be implemented. Would also be amazing to see the variation in spell types emphasized by having each type specialize in some effect. Perhaps like:
-Fire magic does heavy damage and its lingering effect also deals heavy damage.
-Lightning/storm (perhaps implementing water spells or wind spells) focuses on swift damage, piercing, mobility.
-Ice magic focuses on long-duration lingering frost effects which can add up, cripple limbs, while also damaging stamina and slowing the enemy. Perhaps eventually they could be frozen in place if it adds up enough.
-Earth magic is cheaper in magicka due to it being more "natural" but is slower, perhaps with a larger effect area or it could specialize in knocking enemies around while changing the environment. Perhaps armor could be more effective against it since it's a more "physical" type.
Would also like to see more "magical" effects. Perhaps some meteor fall/very tiny grade volcano spell for fire. Would be nice to, when utilizing illusion spells, you literally feel like you're altering the minds of the people you're casting them on. It would also be interesting if, after using an illusion spell on someone too many times, you cause them to have a psychotic break and they just start mumbling things/go into a catatonic state.
Of course, I didn't exactly touch on additional RPG mechanics I'd like added, which I will do so in a future post.