A thousand time this! TES being such an exploration heavy experience it's a shame the player is given the whole map from the beginning instead of revealing it gradually, and being encouraged to search/buy/draw fragments of maps of various size, quality, accuracy. cartographer should definitely be if not a skill at least a solid roleplaying niche.
Dude, I know exactly what you mean. In Morrowind, for example, it was really fun and mysterious to just explore this island and be surprised by all the cities, left to stare in wonder at the view you get, finally seeing what the world's at over that next hill... Just, walking around and wondering how BIG this place even is!... But in Skyrim, you already know all the cities, all their names, what the landscape's gonna be like, how big the world is, etc...
In my opinion, this takes pretty much all the exploration out of the game. :/ I mean, yeah, you can still discover dungeons. But that's just like finding doors to places to explore, instead of having any exploration or discovery in the world itself.