I mostly enjoyed how this game dealt with stealth, more realistic approach than thief, where in shadows you were practically invisible. Although I would like to see more night time missions and shadows being bit more effective when hiding. Maybe add some torches and other fire sources that you could take out. Switches to turn off electronic lights, causing guards to be more alert and go switch them back on. Guards should also react to opening doors, at least on harder difficulties. One thing Dishonored made really well was guards taking alternate routes sometimes. I got really paranoid where I could put bodies out of sight. Well done

2. Inventory and money
The ability to holster your weapons was great, but I didn't like how you had to use something in both hands all the time. I would like to use just sword or bow most of the time, not both. Other thing that felt bit off, was how you used your money. Playing stealthy there wasn't much useful stuff to buy. I never had to buy anything as ammo was so plentiful and easy to find. It ruined a bit that intense feeling, what Thief gave me, when you had quite limited ammount of really expensive stuff. It's ok if playing easy, but maybe in harder difficulty (I played very hard) stuff should cost way much more and be much harder to find. Also having background texture when reading books, botes, letters, etc. would be nice as well as more diverse list of loot. Paintings were really nice touch as a collectible.
3. Shop
There were already different swords in game so why not have a few different kinds of swords, pistols and crossbows to buy rather than uppgrade the ones you have (not everything has to be balanced, some good and some not so good weapons)? Maybe a place to show your collection of weapons like in Hitman 2. Why not add also bows, rifles (and blackjack for thieves

4. Missions
Levels were really great and diverse. Got some serious thief vibes from time to time, but I still missed really huge target buildings a'la First City Bank and Trust, Truart estate or Anglewatch from Thief 2. Some places I would like to see include Huge Bank, Whale oil factory, factory/harbor district (maybe as a hub), huge estate and maybe some underwater laboratory.
5. More variety for different enemy factions and what they say
Guards that carry rifles or crossbows, drunk guards, unarmed guards, guards that you can't knock unconscious, guard sergeants and different uniforms for personal guards of different families (not pistol + sword elite guards all the time). Also having more random banter for guards would be great. Hearing the same "Think you'll get your own squad after what happened last night?" again and again was a bit silly.