I was playing Oblivion today, and was super annoyed at trying to climb a mountain. Why do I have to circle around a mountain for miles just to find a place that has a gentle enough slope to climb? It's annoying because there's no good reason for it. Either make the mountains climbable or let me use my hands in places - something! I dearly hope this is not repeated in Skyrim. This is one of the most annoying things about the game.
Another annoying thing: character creation "helps". Why is it that when I change one thing, the computer tries to help by changing other things? If I change the color or darkness of the beard, I don't want the face to get flush or have the eyebrows change color. And why can't I control the color of the eyebrows or beard? Why can't a character with white hair have white eyebrows? And why is it so hard to make a character with pitch black skin? Why can't I get rid of that red around my high elf's eyes? Why can't I make a high elf or breton character with deep green skin? Why can't I change the color of a Kahjit's (no idea how to spell that) hair? Seriously annoying.