Some of you might think Skyrim is lackluster. Some of you might compare a video game to a tapletop one where you roll dices. Some might also prefer linear-ish open world games like Dragon Age and The Witcher. How is Skyrim lackluster? You can do what you want (within reason..), and for some things you can't do in vanilla, there are usually mods covering it.
While some things are laid out for you (Like you being the Dragonborn and the Helgen start), that can be remedied by using alternate start mods and the rest is up to you to RP if you want. If you play on a console, you can still RP away for example the Helgen start and go your own way (I believe Michaelpk would be the expert on this matter since he spent several thousand hours playing Skyrim on a console)
My opinion is that in Skyrim, the sky's the limit (well, unless you favor the sky and remove all sorts of boundaries, that is..).