does anyone else find Oblivion a little overwhelming?
What, if any, is the priority?
Your last sentence suggests to me that you may like linear games (such as the ones made by Bioware) better than the kind of non-linear games Bethesda produces. There's nothing wrong with that. Neither way of approaching games is 'better' than the other.
Me, I
thrive in open-ended games like this. I can't play more than a few hours of the average linear game before I begin to feel confined, claustrophobic.
When playing a game like Oblivion the priority, for me, is always my character. My character dictates what we do. I listen to my character, I make suggestions, we make decisions together. Sometimes my character runs off and does something without consulting me and I have to run after, yelling and waving my hands, "Wait up! Wait for me! You're going to get into trouble!"
Give it some more time. But don't feel you
have to like Oblivion.