All of these games are open world, and with that, all of them present their world to you as you step inside it so you can experience the grand sensation of setting foot into a place so much larger than you imagined.
I read a lot of reviews and a lot of nostalgia on Oblivion and RDR (RDR being one of my most cherished games of all time second only to SotC) relating to how the reviewer felt as they were presented the world proper for the first time. Those first 5, 10, 15, 30 minutes of elation and wonderment at the unknown discoveries and the fun you will have along the way to them as you contemplate the draw distance in front of you, and what it means for the rest of your time playing.
Shadow of the Colossus was the first game to make me stop and have to collect myself from how awestruck and amazed I was at not just the size, but the character and unspoken history of the world I was in. Oblivion has warranted reviews where this is a major draw to the player being an open world game. It's a feeling that can only be experienced in a game like Skyrim and aforementioned listed ones. I know almost for a fact that Skyrim will give me a sense of elation and excitement on my first steps into its world that only an open world game can give me. My question to you:
How will you feel when you first walk out of the cave and see Skyrim in it's entirety laid out before you, waiting to be explored and lived in?