In Oblivion you know you're someone special during the tutorial when the Emperor has his little chat with you. In Skyrim you don't until you kill your 1st dragon and that can be delayed indefnitely. Skyrim handles it much better than Oblivion did IMO.
This is true, but still not as well as it could. Certainly not as well as Morrowind did.
In Skyrim you escape Helgen and are encouraged to go straight to Riverwood. It makes sense because you're probably at the encumbrance limit, so why not by? To me it's
almost like leaving the Census and Excise office and skipping Seyda Neen. Then you get the Golden Claw quest, which is fun to do and all but make sure you don't pick up that 25 lb, undroppable dragonstone if you go...but of course you're tempted to grab it anyways because it would be a pain to come back if you do decide to do the main quest later. And then there's the fact that if you want to use the most
centrally located city on the map you have to go up to the guards and tell them you're here to warn the Jarl about the dragon (by the way, from an RP perspective you're an ass if you don't warn the Jarl about the dragon...) and then if you want to visit Baalgruuf you get jumped by Irileth and forced into the conversations, and pretty much shoe-horned into stopping the dragon attack. And then after that the huge, obnoxious
cliffracers dragons are spawning and making a mess of everything.
Contrast to Morrowind where you get off the boat with vague instructions to go to a certain city and see a guy with a certain name. Here's a coded package. It's a lot easier to just throw the package in the lighthouse fire and take off on your own if you want to. 'Screw you Empire, imprisoning me unjustly, and then expecting me to be an errand boy'. Of course if you feel obligated to the oppressive system that so magnanimously decided to stop treating you like a rat you can go to Balmora anyways and go find where Caius Cosades is. "Okay Caius, I'm ready to start slaying dragons, or whatever it is you have here," and then he pretty much replies 'Whoa, slow down there noob. You ain't ready for anything this island's got in store for you. Here's 200 gold, go get some training, and do some other stuff...like one of the dozen guilds we have available here for you to join. Or just freelance adventuring - I don't care, just do something besides the main quest while I huff on my skooma pipe. Come back when you want to." Easy for pretty much any roleplay character to at that point say 'Well I did what they asked me, screw this stupid old druggy.'
So hopefully you'll agree that while Skyrim was a step up in terms of Oblivion, Morrowind had far better pacing and options here.