I was doing some quests on Morrowind that I haven't done in forever and I actually had to search for where I was going instead of just popping up my map and going directly to where it is. I feel like there's a lot more fun in the way quests where done in Morrowind. They may mark the place on your map, and give you directions(travel along the coast till you see blah etc...) but once you get to the place, your on your own. There more of a sense of adventure imo, and that just adds to the fun. Plus I feel like it actually gets you acquainted with the environment and surroundings much more.
Dunno if this has been discussed(probably has) but I just wanted to throw in my 2 cents.