For example, when I was doing the main quest, I got distracted by Jorravskr and The Companions and lost where I was in the main story.
Don't get me wrong, the main quest is [censored] fantastic. The plot twist is just... jizzworthy. As is the Theives Guild. The Theives Guild story is amazing.
It's just that because there's so much other stuff, there's a lot to distract you, which is quite annoying when almost all quests have a sense of urgency about them; "You have to go to High Hrothgar and do a backflip. We'll meet you there. There isn't much time."
What if I want to go do something else real quick? What happens if I don't go to High Hrothgar straight away?
It's a realism breaker, and I know it isn't something that they can just fix, bit it just seems more prominent than it did in Oblivion and Fallout 3/New Vegas.
I also had this problem with Morrowind, although I played Morrowind first time about a year ago, so it might have been because Oblivion saturated me in amazing bright visuals and fully-voiced NPCs. I don't know.
I'm kind of hoping this will be addressed in DLC.