well no HUD is a step in the right direction, not to mention immersion!
There is a HUD, though, and that's a good thing, because the game not telling you how much health or magicka you have left would get rather annoying. The health, magicka and stamina bars are just only shown when you need them, for example, when you're in combat. And it's been confirmed that there is a compass, but compass arrows like in Oblivion may or may not be in, the compass may just serve as a means to help the player determine which directions north, south, east and west are in... you know, what compasses are actually used for in real life. Nothing has been said about quest arrows so we can't be certain if they're in or not.
Let us remember that Morrowind was a hand built world and had many landmarks and such to navigate off of whereas Oblivion was an auto generated world and didn't have as many landmarks and such to navigate off of. Skyrim is going back to the hand built world which would hopefully mean not having the markers. Granted, in Morrowind finding certain places was very difficult and I got annoyed, but it certainly did encourage more exploration.
I really don't think you need a fully hand-crafted world for people to understand what "Follow the road to the north until you reach a fork in the road and take the right fork, watch for a cave entrance to your left." means, an automatically generated world would really only prevent that from working if it was randomly generated with every new game you start, which Oblivion's world obviously was not.
People, not necessarily everyone, obviously, but a certain portion of players complained about having a hard time finding quest objectives in Morrowind, therefore, the quest compass was introduced to make things easier, I don't think there's any need to doubt that this was Bethesda's reason for doing it. We can certainly debate whether this was a good idea or whether Bethesda should keep the approach in Skyrim or not, but the reasons it was done seem clear to me.
I don't really see anything there. I'm just going to assume everything was moved to the map page, because that's all we can tell from what we've been given.
Most of the prerelease screenshots for Oblivion didn't show the HUD either, Bethesda probably just had it disabled when the screenshots were taken. And how the HUD works was explained in the podcast.