I think the "unnecessary skills" and other even basically needless variety adds to role-playing enjoyment. Oblivion was very good in this with its many outfitting choices, whereas character customization had already decreased from Morrowind's time. I'm not a fan of perks, since you can basically evolve your axe even if you never touch one; it doesn't seem right, but outright arbitrary. Skyrim feels like it's going on rails anyway; it seems to offer least for role-playing. I consider roleplaying the same way as mirocu: you can do whatever you want. Maybe it's just the game interfaces explaining more and more things to the player (the famous "hand-holding"), the newer the game is, and that eliminates the feeling of liberty in my mind.
I am loving the fact that I don't have and DON'T NEED quest markers - the Journal is nice and detailed, and I like referring to directions given by NPCs in order to get around. NPCs in Morrowind give you directions (as opposed to just 'Bring this Letter to X' with no instruction on where), and there haven't been any 'fetch' quests so far - I'm thinking of the Stones of Barenziah for example, in Skyrim.
One of my absolute favorite features in the game. Definitely a big reason why MW is my favorite TES. "Find a Legendary Helmet that's been lost for centuries" -- how can you possibly get a map marker for it?! How was it lost if the PC automatically gets to know where it is? Things like this really eats immersion. But Morrowind's system forces you to pay attention to the gaming world, what NPCs say to you, etc., and it's the richest and deepest TES world ever, so it does everything correctly in my book!
I think the original journal was a bit too real even. That is, no bookmarks, no quest list. You had to scroll back to page 31 even if you had page 1126 going to get back on track an old quest. One cannot possibly remember stuff that old, nor bother to search. Otherwise the rich journal, with flavors, directions, etc., is perfect in my opinion. Skyrim's journal doesn't even pretend to be a book anymore - it's just some futuristic interface with minimal, most simplistic and necessary info told. I don't like it at all.
The travel kind of bothers me - not the 'no fast travel' rule but the 'running drains fatigue and fatigue is really important, so you walk everywhere between cities'.
Haha, it shows that I started with Morrowind! That is, in my opinion, fatigue is pretty useless especially in Oblivion, since the meter doesn't seem to go down at all.
In MW, you had to have patience, or some of the many forms of Restore Fatigue with you all the time. You had to be well equipped and prepared all the time outside the cities, and the NPCs even keep telling you that. Again one of my favorite aspects: endless sense of adventure and insecurity!