Well, I've only played a paltry... woah, that's gone up a lot in the last couple of weeks... 170 hours apparently! Anyway, that's been across about five or six characters who made it past level 1, and a couple of others who I got bored of/restarted. My list of I have nevers is probably going to include most of the game, so feel free to point and laugh at the noob
I have never reached level 15 (current character is approaching it)
I have never got past the bit in the MQ where you're in that cave full of The Enemy (I am being vague and unspoilery as I can, hopefully I've managed it...)
I have never completed any of the faction questlines
I have never played as a Nord, Imperial, Argonian or Redguard
I have never played as a male character
I have never owned a vanilla house (usually go with one of Emma-who-makes-Vilja's houses)
I have never closed more than a couple of Oblivion gates outside the MQ-specific ones
I have never enchanted an item (though my current mage will be doing soon, as she just found a grand-soul-filled grand soul gem - squee!)
I have never gone back to the Shivering Isles after my first visit, although I did like it, there's just so much to do in Cyrodiil... I might make a third character to explore it more fully, as the one who visited is a bit preoccupied with MQ and Mage's Guild stuff at the moment, plus Vilja
I have never had Baurus assume I was anything other than an Assassin/Agent (though I have only actually done the vanilla start about four times) and didn't actually realise until I saw a Let's Play that he was suggesting a class based on how you'd played up to that point (I imagine if he'd said pretty much any other class I'd have noticed, but those two are fairly similar and kind of fit the situation). Obviously all my characters approached that whole section as 'a bit freaked out by everything and not very experienced at anything, so going with the safest-seeming option - stealth and archery'