1.Pacifist Approach: It would be nice to be able to complete all the quests by taking a Pacifist approach. Features similar to fallout series like being able to avoid combat by means of stealth ,diplomacy, persuasion and manipulation and even magic would be a nice welcome among players who wants to take this approach.For creatures we can use distractions ,agility or spells to get them on our side. And as usual it enhances replayability .
2.Stealth: At times the stealth in oblivon (fallout aswell) appeared broken. esp when it reached over 50. Guards , enemies they at times were unable to detect enemies from a distance of 2 feet or less. So I feel to make it more challenging (in the hardmode only) stealth can be based on cover system. Bushes, bences, crates, boulders,dense fog will be helpful. Also being able to blend in with the environment say covering with sand or mud or modifying the clothes accordingly will be a refreshing change . I also wish smoke bombs and flashbombs or something similar can be used in the game.
3.Movement: In most rpgs like oblivion , the charecter movements are limited to jumping ,running,walking ,swimming and sneaking.(excluding combat moves). I feel including climbing movements like reaching higher places , climbing over grates and tables can help in bringing the long needed change in the movement system of rpgs. As a perk or as a skill learning system (especially for stealth players)
some advance movements like shimmying , climbing on pipe ,ropes,fences then vaulting over railings,low end walls can be included.
4.Skill development system: One of the interesting thing in Oblivion was that skill can also be learnt by observing inaddition to reading and doing. So I think including meditation and observation as a part of skill development process inaddition to reading and doing will account for more flexibility.
These are my wishes for Skyrim.I hope they make it in the game.