A THING THAT REALLY REALLY ANNOYED ME WITH OBLIVION WAS THOSE UNKILLABLE NPC'S!
I NEVER LIKED THE KING OF BRAVIL SO I DECIDED TO KILL HIM... WOW... I DID IT! HE'S DEAD!... WAIT WHY IS HE STILL ALIVE! I JUST SAW HIS HP VANISH... Oh... now I see... he was just taking a nap, because it would be so sad if we couldn't get his help for "allies for Bruma" or if we couldn't complete some fighter's guild quest. In Morrowind we could kill whoever we wanted! If you killed someone needable for the mainquest a thing would pop up and explain its now incompleteable, but atleast they would DIE!
Essential NPCs are important to have to keep you from breaking your main quest line but for side quests, they fixed the need for Essential NPCs with the new Radiant story system. They may still have Essential NPCs for the main quest but just like with Oblivion, once you pass the point in the main quest where that person was essential because it was needed for the quest, they are killable. It's not like they are trying to keep you from killing people, they just don't want you to screw yourself over in a game where you accidentally saved over all of your game data and then you have to start all over (which has happened to alot of people I know, that's why I have multiple save files hehe.)
I'm lvl 44'ish hunter by now with decent magic skills doing the main quest at maximum difficulty. Or rather, trying, it's nuts
The last quest in the main quest line on full difficulty is RIDICULOUSLY hard just to let you know lol. That's what makes it fun.