In my opinion, here are some thing that made previous games so good:
Morrowind was huge because there was a huge number of quests, it was likely to find quest on every step you make, you could go in somebody's house and find a quest, go into a sewers and find statue of some god that has a quest for you, and after finishing it you got artifact and said: oh yeah baby!!!! There was so big number of artifacts, beautiful and strong that when you got another one you said: Jesus, where is the end of this artifacts??? And each of them had it's use and purpose. Oblivion was lacking that number of quest and artifacts.
Leveling in Morrowind and Oblivion was another huge thing, but completely wrong. You could be mage, warrior, thief, everything in one person. An warrior that casts spells, an thief or an mage that carry's heavy armor and an two hand long blade, it was all completely wrong. I think it would be best to make loot of classes with it's skills to be trained, but not that it doesn't matter which class you take because you can train every skill possible and be everything.
Violence!!!! I agree that there are children playing the game and they should not be exposed too violence. But there are here some of us that would like to see some action going on. Tearing some hands, heads and legs apart from our enemy would be very nice effect that I always wanted to see in Elder Scrolls. In many games there is an option: blood on/off... Developers could make an option: violence on/off... I believe that I am not the only one that would like to see this thing in the game.
Sleeping just to restore your health, magicka and fatigue. And why just that? Doesn't the character ever got tired, sleepy? You can go on and on and on without sleeping, eating or drinking. I'm not telling that Skyrim should become Sims simulation (LOL some of you will now tell: how about he goes sh***ing too ), but it would be veeeeeery nice little thing to add in game
Houses in Oblivion. To have house in every part of Empire was a stupid thing, but hey it's just me... Option to buy one house and then upgrade it, now that would be very nice. Imagine, you buy some old, dirty wood house which is just about to fall apart, and upgrade it, and upgrade and upgrade and at the and you have your own little "castle" Perhaps it is stupid idea to some, but again it is an very nice detail. Having big number of houses confuses player... "Now, where did I put that thing? Best if I search every house I have...".
Making city's alive! When you come in some bar, there is no life in it. Just some guys sitting and... You could just add sound of noises, people talking. When the dark falls house lights could be turned on. At day people could work something, not just stand around and do nothing.
All this thing could be stupid to someone, I understand that! But it's just my opinion, and a small wish if something of what I wrote would be found in game, my opinion is that it would make it more bigger, exciting and more beautiful.