In Oblivion I had about 5 or 6 characters, and only played the main quest once. The problem wasn't the gameplay, it was that I had no idea what was going on. I mean, unless you already know all about the dragonfires and why Dagon is attacking in the first place, then you get lost in the story pretty quick. All I knew was "big baddy is coming to destroy the world cause he's eeeeevil, and the Emporor forsaw me stopping him". There were some books that explained it alright, but it's a videogame. I'm not going to go out of my way to read about why the bad guy is attacking, because it's a VIDEOGAME. We all just got turned into The Blades' [censored] while we ran around an entire province and they sat on their asses. If I'm basically gonna do all the work for them, I'd like to know what the cause for this whole battle is.
The story was basically everytime Akatosh destroyed the world and rebuilt it, Dagon would sort of "hide" pieces of the world and then place them back when Akatosh rebuilt it. Akatosh didn't take kindly to this so he sentenced him to an eternity in Oblivion, with redemption only possible if he goes back and destroys all that he had added to the world. That's basically what I could find on the story, but it would have helped to know that in the game so the story didn't seem so shallow.
So all I want in Skyrim is just a short cinematic, where the old walls like the one in the teaser trailer show scenes between Akatosh and Alduin, and what their relationship is, why he wants to eat the world, and all that jazz. That way I can actually get excited about the main quest