Since Skyrim was my first (and still only) TES game, I was both amazed and delighted to discover that I'd just been plopped into what felt like a world instead of game. I've told non-players that starting Skyrim was a bit like being dropped into the middle of one of the LOTR books or movies.
First?! ONLY?! Madame/Sir you do yourself a disservice. I can't speak for your own tastes but I think everyone can find something to enjoy in Morrowind. Oblivion as well, though I'm still at odds with that title. You don't have to go all the way back to Daggerfall or Arena to really appreciate the series, thankfully. They haven't aged well.
It's always hard to go backwards in time though. I don't think I'd have nearly the same appreciation for the series had I not started dutifully on "The First Book" rather than the... 11th? I forget how many mobile games there were.