-morokei not giving the 20%shout cool down

-Miraak's mask having the most generic enchantment ever.

The eye of Magnus.

I'm serious.

That's definitely one of mine...

Also his sword having a slightly less generic enchantment.

-No closure on the Thalmor conflict.

-No closure about the Dwemer.

The Thalmor conflict is going to be a multi-game thing, that is obvious

The Dwemer have been a mystery since Morrowind, it is unlikely we will ever fully know.

Me:

-most of the "Artifacts" being worse than basic enchanted armor.

I hope we never get closure on the Dwemer, and the Thalmor conflict is being saved for TESVI: Hammerfell.

Some of mine...

• You're shoehorned into joining the College if you want to complete the main quest regardless of your archetype.
• Companions and College force you to lead them at the end of their questlines despite the fact that you've only been there for a few days. Really wish there was just a "settle for being a high-ranking member" option. Experience and leadership is more important than raw power.
• College questline: "You have been chosen to stop an inevitable event that has been put in motion. You cannot stop the event. It will happen." Total BS. The Psijics are already intervening by contacting me about the Eye in the first place - it's a small step to just let me know that Ancano is going to steal its power and let me stop him.
• Random Guard: "I know you assassinated that bandit leader despite leaving no witnesses and remaining undetected the entire time"
• Random Guard to Harbinger: "I hear you fetch mead for the Companions"
• Random guard to badass Orc warrior who was forced to join the College to complete the main quest: "So I heard you're the mage's newest recruit"
• The fact that the Thieves Guild has a uniform...
• The two out of four guilds are actually just secret daedra cults that you can't advance in without selling your soul to them. The Dragonborn's soul has been split by so many Gods (Hircine, Nocturnal, etc) it's a wonder there'll be anything left to claim when he dies

Wow, those are all guild related. Funny how that works.

Edit: Bonus Round!

• The fact that Thalmor will hate you even if you're an Altmer, Ulfric will let you join the Stormcloaks if you're an elf, elf-hating racists in Windhelm will say "Nice to see you, friend!" after you've beaten them half to death in a brawl as an elf...lots of race inconsistencies there.

The civil war being tied to the main quest is still the thing that bugs me most about Skyrim.

Game bugs.

And a conclusion to the civil war.

This, and the entire College of Winterhold quest, and the way magic is in general.

Being forced to join the college I hate, I usually go straight to Septimus. And I completely agree with your last point. Bethesda didn't really make your race matter.

I do too, if only to avoid point #6, but I won't deny that it totally kills immersion (and I'm a huge roleplayer - my characters don't just run around doing stuff that I know is advantageous to them if they wouldn't reasonably know).