For what it's worth, purely because it's interesting to discuss, but also given the understanding that nothing new is likely to be added to Skyrim - I'd have like to have seen the following things impletmented if only it were possible:
1) The ability to remove/delete quests from your journal via a simple 'abandon quest' button.
The journal tends to get very cluttered, and many of these quests are 'forced' upon whether you want them or not! Certain quests are not appealing to my character from a morality perspective - for example I'd never sacrifice a follower to please a Daedra, or kill Paarthurnax simply because the Blades demand it of me. (on this character at least)
2) Refusal options within NPC quest dialogue.
Quests are often forced upon you, and you are given no option to refuse. A simple "No, I will not help you do this" option within the dialogue would be very welcome indeed. Sure, let there be consequences for refusal (i.e refusing to help a Daedra means he sends cultists after you), but at least give me the choice.
3) Viewable quest history.
I find myself looking at quests I've had in my journal for weeks. By that time I've totally forgotten the context of the quest, who gave it to me, and why. Would be nice to have an expanded journal that allows me to view the original dialogue, or at least an extended description.
4) First person riding.
I don't know about anyone else, but I personally find it very, very immersion breaking to be forced into third person while mounted. I've completely stopped using horses for mainly this reason - that and they often tend to be more of a liability than an asset.
5) Climbing
Why can't my character climb up a fairly gentle slope? One that I could easily get up in real life? Sure, there's sometimes ways of doing so if you hop along at an angle while pressing the jump key, but it shouldn't be such a chore. I'd have liked to see a climb function, which allows a character to scale a slope, perhaps with greatly reduced speed and stamina.