http://www.uesp.net/wiki/Morrowind:Morrowind_for_Oblivion_Players
Morroiwnd is much more slower-paced than both Oblivion and Skyrim, there is no hand holding (no quest markers, no location markers on the map beside cities and biggest points of interest), there is no voice acting beside greeting and idle voices. Combat is dice-based, ie. the chance to actually hit an enemy is based on paleyer and enemy's skills and attributes, not the player's skills. But there is outstanding amount of lore, content (books, dialogues, objects) and the art desing is really great and different than random medieval fantasy world.