Here Morrowind's way was perfect. You've just received a "package" of sorts and some information, but hell, if you want to toss it in the water and forget about it, then feel free to do so - after all, you are free, at last.

In Oblivion you've not only met the Emperor himself, but more importantly, you've witnessed his death, you've been in fact ordered to do x and y and failing would (presumably) infuriate the Blades (you met its members personally) and bring you trouble. How can you possibly ignore that and go exploring?

I liked the fact that Oblivion MQ was fast-paced, but ideally, TES MQ should be less intrusive and increase its pace in later stages. Something like MW's one at the start and sth like OB's one after you've really got into it.

As I said, exploration was hard when you had the "THE EMPEROR WAS ASSASSINATED BEFORE YOUR VERY EYES! YOU NEED TO TAKE THE AMULET TO JAUFFRE OR THE GATES OF OBLIVION WILL OPEN! A MYSTERIOUS CULT HAS MURDERED THE EMPEROR AND HIS THREE SONS AND YOU'RE THE ONLY ONE WHO CAN STOP IT!"

With that sort-of situation you're sitting there weighing the options "Go out and explore and let the world eventually be consumed by the wrath of a Daedric Prince" or "Go see what this is about." That's one of the things I didn't exactly like about Oblivion. I'd like to be presented with the option of exploring the world at the beginning...

But it doesn't take too much imagination to sit outside of the sewers on a character and go "Crazy nightmare". The only issue is that if you walk by Kvatch a High Elf man will run after you to the ends of the Earth to tell you that it's been destroyed.

Caius basically ordered you to [censored] off and get some experience early on in the MQ. In Oblivion, it was all HURRY HURRY QUICK SAVE US ALL WAAAARRGGHH!

I definitely prefer Morrowind's way of handling it.

I voted Morrowind. Although I love all the ones I've played. [Arena, DF,MW, OB]

To the argument of which was more/less bland. Oblivion or Morrowind? Neither were.

Morrowind had ashlands, crazy grazelands with mushrooms, and my favorite part. The whole Sheogorad region.
Oblivion had grasslands, swamps, almost safari like places, and snowy mountains. I hardly see either of those as being bland.

Also, if you really want to boil it down. Morrowind = Giant mushrooms. Oblivion = Giant rocks.

Now, as to which game had the better tutorial. I liked Morrowinds for the reason people have listed. Except it's important to remember that Oblivion was a different game. So, I felt the fas paced main quest was a nice change and added an urgency which is how it should feel when the Gates of Oblivion have opened.
it was like the ending of Fallout 3. Yes, you died and could no longer explore. But it felt right for the story. [in my personal opinion of course.]