Before the flamers attack me, know this: I loved Skyrim and wasted lots of time on it, and overall I feel like it was a better game than either Dragon Age games. Still, there are things that I think Bethesda could learn from DA to make future games better:
1) making the quest feel 'epic'
In Skyrim, none of the quests really engaged me as much as I thought that they would. I kept wishing that that they were longer, for one thing, but also I didn't get the feeling that any of the things I was doing in the main quest was even that big a deal. Case in point, the first time that you actyually fight Alduin at the Throat of the World was really underwhelming....right after the dream sequence where you learn the new shout, Alduin (conveniently) pops up, and the whole thing felt so....abrupt, and random. Why is he here now? Why is he so similar to all the other lesser dragons? There was 0 build up to that at all.
The main quests just generally felt not very immersive, and there was no sense of importance or urgency to anything that I was doing. The final battle at Sovengaarde was better, but I would have liked to have had more atmosphere throughout the entire game. There was not a lot of build up to anything...in DA you always had the focus on the main mission, partly b/c there wasn't as much stuff to do besides yeah, but also because everything got hyped-up and the fights were actually dramatic.
2) developing the protagonist (player) and their relationships with other characters
Probably no other game that I can think of did this better than the first DA game. At any stage of your journey, you could pitch camp at night and chill with all of your crew and find out more about them, and just generally progress your relationship. Also, during battles/exploration, the support characters would often start talking about something, and not just random stuff but actually interesting/funny conversations that were all unique. It makes them feel more like real people, and as a result you get way more attached to/interested in them (I basically fell in love with Duncan). So this affects how immeresive a game feels too.
In Skyrim, I don't expect EVERY person to be like that, but it would be nice if your quest companions (the Blades, the Dark Brotherhood, Thieves Guild, Mage's college guys, etc.) could actually be more than just simple characters. At least giving them some depth by making them have more unique convos that change over time would be cool.
3) providing choices that have big consequences
In DA, at least a few times throughout the game you are given the oppportunity to make choices that will seriously affect your relationship with another character(s), or the outcome/progress of your mission itself. You basically feel like you are the center of attention and the choices that you make are going to be a big deal and have lasting impact.
In Skyrim, all of the choices that you made basically felt cosmetic and superficial. For example, you can choose to join the Stormcloaks or the Imperials in the civil war, but the missions are almost exactly alike, and the ending is only different because you kill a different leader at a different city. You can decide to kill Paarthy or not, which is probably the biggest decision in the game as far as consequences go, but overall the choices that you had to make were pointless or not very profound.
So those are the main ways that DA was better than TES Skyrim, and I hope Bethesda can take some of those elements and use them to improve their next game.