Hmm, let me try to be kinda subtle and non spoilery here. . . (I'll also ask that this be moved for you - FYI, the best way to do this is to simply report your own thread and ask our wonderful mods to move it for you). A couple of cool (and time-consuming) quests:
1. Go visit Weye and talk to the Altmer. Give her a kiss and ask about wine (well, ok, the kiss part is optional, but she's a retired courtesan and very, very good at her craft). Anyway, she'll send you off on a quest that will encourage you to investigate every fort you find.
2. Hop across the lake from where you exited the tutorial sewars and go into the Ayleid ruin. Find an item, sell it and wait to be contacted. Off you'll go to explore any more Ayleid ruins you can find.
These two quests are best approached from the perspective of 'the journey is more important than the destination' and are at their best when you relish the tons of time it can take if you don't look up which forts/ruins to go to.
EDIT: Yay! I see the thread has been moved. I think you have enough info above to enjoy those two quests. If you think you need to look them up in UESP wiki, they are called:
1. http://www.uesp.net/wiki/Oblivion:A_Venerable_Vintage.
2. http://www.uesp.net/wiki/Oblivion:The_Collector (first of a series of three related quests).