Overall Skyrim is one of, if not "the" best single player experience in gaming atm "imo". That said it isn't without some minor shortcomings & things it could improve upon. Here are some things I would like to see in TES6:
More dialogue - Now overall Bethesda hit a home run in this department. There is soooo much dialogue in this game it is incredible. The sheer amount of voice acting & content is just mind blowing. "HOWEVER", there are some instances where the dialogue either wasn't updated or was overlooked. Example: Thieves guild members still talk down to you & do not recognize your stature after completing all quests associated with the guild. There are other examples that elude me atm. The companions however, all address you as Harbinger when you complete all quests associated with them, which is awesome & the way it should be.
Followers - Bethesda did a great job with most followers but I feel this is one of the areas I find most lacking. It would be nice to learn more about your followers, & to have additional dialogue options with your followers. If you are genuinely interested in a specific follower, you should be able to inquire & learn about more about them. Bioware does a great job of this & I feel its something that would add alot to TES. I also wish you had more customization when it comes to followers. I hate that if I give my follower gear & they have to temporarily leave my service, they cosmetically change back to their default armor despite still wearing the armor I gave them. It would also be nice to "make suggestions" & level them up the way you desire as well. I would also like to see more potential followers.
Artifacts - This is one aspect I did not like at all in Skyrim. How is it that items given by Daedric gods are not only inferior, but a absolute joke to that of equipment crafted by mortals? Almost every artifact you find can be surpassed by normal gear you will acquire over the course of the game. This is one aspect I didn't really care for. I liked the way Morrowind did it where there were "really" powerful artifacts out there, BUT they were guarded by very powerful monsters/demons. You either had to be very creative to acquire said items if you wanted to get them early or you had to level to be strong enough to acquire them. I also don't like how the stats change on the item in Skyrim depending on when you "acquire" said item. For example: If you acquire a named item such as "Chillerbringer" before lvl 46, its stats will be inferior permanently. That is just silly.
Hearthfire Customization Default & Expanded - I really enjoyed the Hearthfire DLC. Being able to customize your home the way you want to is awesome. I really hope this generated enough interest to convince Bethesda that it should be default for ALL HOMES in TES6. I would love to see even more properties & customization. How awesome would it be to have your own castle instead of a house? Have guards that you could hire & patrol said castle? Setup shops in your hold where you want them & hire caravans etc?
Traps - This will come off as a silly suggestion to some, but I would like to see "more" traps & "deadlier" traps. There is just something I love about traps in dungeons. Perhaps its from watching Indiana Jones or The Goonies to many times....but traps are just awesome. While there are a few exceptions where traps are well hidden most are easily avoided & visible. Even when they are triggered most do little damage & are nothing more than a annoyance. I would love it if traps were "very" deadly & something you had to be cautious of at all times. The poison darts for example barely do enough damage to decrease my regeneration.
These are just a few that come to mind atm. I'll try & add more tomorrow when they come to mind. Feel free to share your own suggestions & ideas.