Since Daggerfall, which I today thinks of as the best game, despite the bugs. Very much so because of it's massive scale, where there after several playthroughs are probably tens of thousands of places I haven't even visited yet. With successive games, you know the world after the first playthrough, and you're not really exploring anymore - everything is about the same as it was - boring.
True fan has nothing to do with when you started, but how many hours you've put into the series as a whole. There are probably gamers here that have played Oblivion more than I have played all put together, deserving the "true fan" title more than me. I'm probably more like an "annoying fan"
Morrowind took some getting used to, but in the end for me, it was too high fantasy. Daggerfall and Oblivion seems much more "down to earth" with me, and thus more enjoyable to play. Maybe Skyrim will have elements from high fantasy, but I hope it doesn't go way over the top like Morrowind did. Being able to believe is a bit part of my ability to immerse into the game, Morrowind lacked that.