One of the most satisfying things I did in Skyrim was sitting on the stool in the Bannered Mare and speaking to Jon Battleborn, who was sitting in the stool beside me. He was drinking a cup of ale (or mead, whatever) and I went through all of his dialogue options. It felt like my character and Jon was having a genuine conversation and it felt realistic. It made me disappointed when the conversation ended.
To me, that sort of stuff makes the world feel alive and more immersible; and when you're talking about a TES game, immersion is one of its strong suits. They already touch on this because some of the NPC's have specific dialogue at certain parts of the game (such as Teldryn and Serana commenting on cities and towns and other places).
Would you like it if in future games they expanded on that idea? Some ideas I could think of would include, but are not limited to:
1. Every NPC has a disposition (like in Morrowind or Oblivion), which gradually increases over time depending on the amount of time you spend with them and how you respond to their dialogue. I'm not talking about something that happens quickly, but over the course of the game, like how the relationships in Mass Effect works.
2. More dialogue being available while in taverns/inns.
3. More follower commands (stay here, hold ground, use X weapon, retreat, etc).
4. Animations for when you drink/eat in taverns/inns.
5. Choosing what your follower wears and uses, and letting them ride on a horse.
6. Being able to form larger parties (maybe have 3 followers at a time?).
EDIT: I guess what I'm suggesting is the ability to find a follower and create a special bond/friendship with them over the course of the game.