1. In Morrowind and Oblivion you were able to loot just about every barrel, box, sack, satchel, chest, basket, etc. All we get this time around are satchels, barrels, sacks and chests. Really I was kind of hoping we'd have the option to see what was in every box, every crate, every barrel, basket etc. I don't know it might be just me, but I enjoyed ransacking through an entire town, house, camp, etc. and just opening up everything that was there even if to only see what was inside. Small problem, no big deal, just one of my quirks I guess.
2. Freedom of choice. If someone offered a quest to me, and I didn't like what he was doing for me in Oblivion of Fallout 3 (and New Vegas) I would just kill them out of principle. I just got a quest in Skyrim to quell the lighthouse fires so that they can wreck a ship and loot it. I didn't like that he was planning that so I figured I'd stop him in the act (my character being a heroic warrior who wants only the best for Skyrim and her people) by killing him.
So a bunch of his friends and guards come up, no big deal I'll dispatch him and his buddies and leave the guards to serve and come pay my bounty later. But what's this? This Argonian who wants to wreck a ship and loot and kill cannot himself be killed? What the hell? In Oblivion or the Fallout games if you killed an "essential" NPC or a quest giver the quest would just fail and life moves on. You CHOSE not to do that quest by killing its quest giver. Now I can't? Is this a bug or can 90% of the NPCs really not be killed??
3.1. The world just feels empty to me. In Oblivion there were 100s of random encounters and you'd see soldiers fighting bandits, animals chasing each other, etc. Here in Skyrim so far all I've seen is the occasional bandit group who gets 1 shotted by me (because they have the same sh!tty armor they've had since level 1) and dragons. Wildlife is cool and there's a lot more of them around than in previous games, but I just feel that in cities and villages (some only have 1-2 NPCs...in a VILLAGE) are empty and the world doesn't really care that I'm here. Even the lowly bandits from Oblivion would scale in weapons and armor, often seeing them past level 50 with glass or deadric armor and weapons. This time around I'm level 43 and all my bandits are just.. weak and sword fodder.
3.2. In Oblivion we had ogres, trolls, bandits, zombies, skeletons, necromancers, vampires, goblins, deadra, and other various humanoids, undeads, creatures, and deadra. This time around we have dragons, trolls, draugr, skeletons (lol 1 shotted every time??) bandits, humanoids (bandits, imperials, stormcloaks etc), and the occasional vampire / necromancer. I just feel that a lot of Skyrim is repeated from dungeon to dungeon, quest to quest, with little diversity to differentiate between what I'm doing now to what I was doing 10 minutes ago except for a quest description.
4. Nobody in the world loves me after I do anything. In Oblivion you had the adoring fan, you would do a quest or save a city and people would remember that you did it. In this game I could save a town, save a city, or even rescue someone from a prison and the next time I interact with them I'll get a generic, rude comment. In Oblivion random people would recognize me and praise me just for walking by, now I can't even get that out of people who I've done things for or saved. This just doesn't feel right to me that even when I'm the head of the companions or the thane of a city that I'm still being referred to as a grunt or lowly citizen who isn't worth their time.
5. The professions and crafting seem pointless and don't seem fleshed out at all. They feel like something that was thrown into the game a week before release. No skill for smelting? No skill for making leather scraps out of leather? It just seems too pointless doing crafting. Alchemy seems to be..decent I guess, enchanting doesn't make sense, and blacksmithing and smelting don't make any sense either. This is a minor problem, and really crafting is pointless at a certain level anyway (minus maybe alchemy or possibly enchanting) but even at a certain level you stop using cooking (which has no skill) because the weight to health gain ratio is just terrible. Why would I carry 5 salmon steaks for 25 health when I can carry a potion that weighs the same and heals double or triple that? After a certain point you're done receiving armor and weapon upgrades, too so enchanting becomes pointless. This is, as I said, a very minor problem for me because really it's useful early on and becomes trivial later, so I don't see a point in making too huge a fuss out of it.
6. "Guild" quests this time around are painfully short. The only faction that has any depth or length is the Dark Brotherhood. In Oblivion each town had their own guild headquarters where you'd go meet new people and do new tasks. The fighters guild would actually go perform meaningful tasks, not just meander about and kill people who don't like the fact that we're wearwolfs. People have a problem with trolls? Go kill em. Goblins running amuck in a mine? go kill em. Now it's just a short, boring quest line where even when you're done people don't seem to care that you did any of it. Thieves guild in Oblivion was by far my favorite thing to complete in there. The Grey Fox storyline was just so well thought out and amazingly fun to complete. Every town had posters up with "Wanted: Grey Fox!". Now I understand the lore behind thieves guild in Skyrim, but come on.
That's pretty much all I can think of for now. I'm loving the hell out of Skyrim and plan to put at least a couple hundred hours on this character alone. Let me know what you guys agree or disagree with from here and feel free to add your own.
Please don't flame or troll, let's keep this constructive and on track =)