Battlespire (very few TES fans have heard of it) is another I purchased on a whim without much research. I had a hard time getting into that one too.
I also bought Morrowind and gave it a try, but I couldn't get past the exotic locale. At the time I was hoping for more of a traditional RPG with regular forests and what not.
Oblivion was the first to scratch that particular itch, and it was the first TES game I "completed" (finished the main storyline). I enjoyed it immensely and put several hundred hours of gametime into it.
Skyrim is probably my favorite TES game though. Some people say it's too far removed from the original TES games. Possibly. That could also possibly be why I (and millions of others) like it so much. Developers go where the money is and in this instance I am glad they did.