Being able to choose which order you do the various questlines in does not change the fact that Oblivion was a very linear game. Sure you decide in which order you travel the roads but in the end everyone reaches the same destination, experiences the same stuff, there are no forks in the road and every playthrough plays out roughly the same. It would seem your problem is not that you fear that Skyrim could become too linear but more that you fear that Skyrim wont be linear enough.
I fail to see how Oblivion is any more linear than Morrowind.
In Morrowind, you are released from prison, told to go meet a contact, and then set free. You can choose to go to the city and meet that contact (thus starting the main quest), or go wandering off and exploring. There are guilds for you to join and progress in. You can start the main quest and stop it and do something else. You can do the main quest alongside any number of other quests. Or you can not quest at all, and just goo off exploring. There are tons and tons of caverns, Dwenmer Ruins, outposts, and Daedric Shrines to go exploring in, as well as a wide open world full of cities and wilderness to find. You are allowed to define your character yourself by 1.) choosing the skills that define you and will level you 2.) the factions you do (or dont) join 3.) the choices you make in the world.
In Oblivion, you escape from prison, given an amulet and told to deliver it to a contact, and then set free. You can choose to go to the settlement to meet that contact (thus starting the main quest), or go wandering off and exploring. There are guilds for you to join and progress in. You can start the main quest and stop it anytime and do something else. You can do the main quest alongside any number of side quests. Or you can not quest at all and go off exploring, where tons and tons of caves, abandoned forts, Aylied Ruins, and if your far enough along on the main quest, Oblivion Gates, will await you. There is lots of wilderness to explore as well as a handful of cities. You are allowed to define your own character by 1.) the skills you choose to define your character, playstyle, and leveling 2.) the factions you do (or dont) join 3.) the choices you make in the world.
I imagine Skyrim will be the same.