I'm sorry, this was at the beginning but...
The Journal. It may sound silly, but the fact that the journal was just a collection of your character's notes and a few highlighted terms as a sort of pseudo-glossary gave a real sense of investigation to some of the harder quests. Its not just about Morrowind not holding hands or anything, it's more than that. Challenge is fun, but it was different in Morrowind, when they said "hey, so-and-so is missing, please go find them" you were actually going to have to do some searching around! Man I miss that. I'd spend hours pouring over my notes to see which quests I should return to now that I've explored a bit more, now that I'm a little more powerful, now that I understand how the politics work a little better.
OH god, no :cryvaultboy:
If anything I will NOT miss that from Morrowind, it's probably the worst feature without the fix from Tribunal...
The journal is an unorganized mess, just putting in new things when you get them, no categories, they're not even removed when finished. If you want to look up old quests you have to scour the whole thing. I'm sorry but if this is challenging and fun you're a masochist.
This is about the unpatched version before Tribunal fixed it, thankfully, but the unpatched experience wounded me for life...
Other than that I liked the fact that it kept notes from some important keywords that was mentioned, so you could look them up, instead of running back and asking them again.