Iv tried to do the same in skyrim, just head ina direction and see what feelings it gives me and to be honest its same as oblivion, in that i feel like im more or less in the same place wherever i go
Places of Skyrim looks too similar for you? I agree.
I'm honestly confused every time I see someone say this. But, then, I've got a folder full of tons of screenshots of all the different terrain / views / landscapes I've seen.

I'm with dAb, the 3D Geosynchronous Dwemer Satellite giving topography/terrain type and up to the minute weather information sorely works against that "exploration" feeling. you know what roads to take and how to get wherever.
Huh. Whereas my dislike of the Skyrim map is the exact opposite - it's not a functional map, unlike the ones in MW / OB / FO3. It's all pretty and colorful, and cloudy.... but it's not a clear, readable, informative map showing roads & paths & landmarks. Between the annoying 3D (hiding stuff behind the bumpy terrain), the clouds, and the busy/undetailed texture, you can't hardly tell which way to go when you're trying to find your way somewhere.
(Mods helped this, replacing the texture with one that clearly showed the main roads & paths. But it's harder to fix the whole "3D" thing.)