I love open world games (TES, Fallout, etc). But the one thing that bothers me a little is the conflict between exploring the big world, and the main quest. Usually the main quest is presented as a critical, world-changing problem that only you can solve. So, my character’s choices seem to be:

a) Ignore the main quest at first, and fiddle around the open world. From a role-playing point of view, this doesn’t seem right. “The Emperor has been assassinated, and the Oblivion gates are opening!” "Yeah sure, I’ll get to that in a few months. First, I want to pick some flowers and do a favor for some stranger I just met." Doesn’t make sense. I suppose I could role-play it that my character isn’t ready for the main quest yet, and needs to grow and get better before trying to save the world. But that only works for a while.

B) Do the main quest first, then fiddle around. For role playing, this makes sense. But from a story point-of-view, it seems anticlimactic.

c) Weave the world exploration in with the main quest. In one form or another, this is what I end up doing. I use what I call the “Lay of the land” rationale – if the main quest sends me to a new area, when I get there (and on the way) I won’t dive right into the next main quest. Instead, I’ll look around, do some side quests, etc, to get the lay of the land. I role-play it this way: there’s no sense diving into an unknown area without scoping it out first. That rationale works pretty well (combined with a little bit of the “I’m not ready yet” rationale from a) above), but I always have to balance when to make progress on the main quests and when to do everything else.

So does anyone else struggle with this, or is it just me?

Yes, I struggle with it. I find it's more of a problem in Oblivion than in Morrowind. In Morrowind the crisis unfolds slowly. No one is really sure what the problem is or who is behind it until later. It's natural to pursue other adventures (in fact Caius Cosades explicitly instructs you to do so early in the game).

In Oblivion, some of my characters simply don't care. They are anti-Imperialists who are frankly happy to hear that the Septim line is finished. I tend to use alternate start mods for the rest of my characters.

I haven't played Arena or Daggerfall so am not qualified to comment on those main quests.

I've never liked the way Oblivion starts out. "Gates to hell? Nah, bro!" Yeah, that doesn't work...
In Morrowind, though, "What? I'm out of jail? Sweet? Oh, deliver this box, nah, bro." does.

Personally I'd like an open-world game where there was no MQ/it didn't begin until you were fairly high level/it was left until an expansion.
It could be foreshadowed with rumours etc but the character would live their life, maybe build a career in a guild etc, and then when the time came to save the world be a more convincing hero than a level 1 nobody.

I would love that. That's a great idea.

Great idea, at least as an option. That way the casual gamer could play the MQ right off the bat, but others could select the "delay MQ" option when starting the game, and gets lots of open-world fun in before it started.

There was a mod to Oblivion where the MQ was delayed:

"Main Quest Delayer (version 3). You're no longer forced to play the main quest. You start off in Anvil (having just arrived by ship from another province). The Emperor is still alive and Kvatch has not yet been invaded. To start the main quest, simply commit a crime and surrender to an Imperial Watch Captain or Commander. The main quest will not start if you are arrested by a regular guard. "

Except maybe invoked by a certain level, instead of getting arrested.

I like to role play young PC's for this reason. they run from their destinies, thinking its too much for them to handle. not realizing their own potential until much later.

My ideal also. Wait until you are ready. With Morrowind it wasn't hard to do this. In Oblivion it just seemed irresponsible and foolish to run around with the amulet of kings for months on end. Maybe with some characters I'll never be ready so I'd like that option also.