I only have a few small suggestions as I feel Skyrim was a big improvement over Oblivion and addressed some of my main concerns, for example the scaled levelling, an interestng game world, and exploring dungeons etc felt exciting again like Morrowind. Keep up the good work Bethesda.
1) More follower options i.e choose ranged/melee combat, more personality and commenting on in-game events
2) Make dungeons darker again so torches are useful
3) Bring back ability to equip lanterns (is it just me that misses this from Morrownd?)
4) Interesting world with conflict/politics/rival factions (Skyrim was definitely an improvement over Oblivion in regard)
5) Easier manipulation of objects to decorate your home.