I began playing with Morrowind. I bought both expansions and was a particular fan of Blood Moon. I'm a werewolf fan (Think White Wolf PnP games, though Underworld wasn't too bad) and I thought how it was done in Morrowind was great.
Oblivion had better graphics to be sure, but Morrowind was simply better than Oblivion in every other way IMO. Even when it came to talking to people and, if you were skilled enough, could get them to attack you first.
Now the last I checked, just before writing this, it seems that twice the people who have played Dagger Fall and Morrowind prefer Morrowind than the other way around. The same can be said for those that have played Morrowind and Oblivion. I'm curious as to why Morrowind seems to have been the most popular out of the three....
In terms of sales and overall playerbase Oblivion is the most popular. In general between TES fans from the 2000s seen on these forums who've played Oblivion and Morrowind. Oblivion does win out because of the proportion. People who think their purer TES fans or sole RPG fans are usually those Morrowind fans as many are vocal.
However I've played both Daggerfall in itsrespective release in the 90s thoroughly and then Arena though I dabelled in Arena near its launch. Just never interested me enough to buy it especially with the amazing games from better RPG devs. I wouldn't consider myself a TES fan either.
Both Arena/Daggerfall/every other main TES game essentially mechanic rips off Wasteland. Not that Interplay didn't innovate boat loads more.
But to me barring the world itself Daggerfall was a fairly superior RPG and Morrowind was a large step down.
In terms of RPG mechanics Skyrim is more so than Morrowind.
However after FO 3 Skyrim is the right track for BGS.