My small list:
Haggling, I would love to be able to walk in to a store and persuade the shop keeper to a lower price(maybe similar to Oblivions)
Winter clothing, Npc's who live in the snowy area of skyrim should be appropriately dressed for the weather(less visible skin)
Your title, If you are in the college,companions or any other guild the members of that faction should treat you accordingly to your rank or position in that guild or faction(I demand respect!)
Forts, because there is a civil war going on I wish more forts had imperial or stormcloak occupants in stead of bandits or necromancers.
There's more but those are just a few