Two things - Moderator comment: call people a troll and you can end up with a warning. Either report the person you suspect is trolling and ignore them thereafter, or simply ignore them. Don't accuse people of trolling in the thread, it ends up derailed and it's annoying.
Second - member comment:
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Basically, Skyrim's game world feels like it's 50% mountains and 50% roads. Whereas in Oblivion you could cut through the landscape in any direction you wanted, in Skyrim you have to take the same roads all the time and the result is the world feels tiny and like it's funneling you from place to place.
In addition, the game is constantly funneling you towards quests and storylines. You can't walk into Whiterun without engaging in main-quest related dialogue. You can't walk into Riften without being offered Thieve's Guild membership. Solitude and Windhelm both have scripted civil-war related scenes that play when you walk into the cities. Markarth has two scripted scenes that play when you walk in.
That's your opinion, I suppose and may be related to your style of game play. I just picked Skyrim back up after taking a several month hiatus and am again astonished at this world and how much fun I have been roaming about. That would be roaming about - not following quest lines, not sticking to roads. For example, yesterday evening, I decided to look at the random miscellaneous quests and do one of them, though prior to that I had been roaming at night and running into: Thalmor and Stormcloaks in a pitched battle in the middle of nowhere (certainly not near a road), two vampires in fighting each other, a random encounter with a thief. I found two shrines and an odd landmark I had not found in the prior 250+ hours i had played. And abandoned shack. I got attacked by a dragon and not one but three sabrecats as I wandered over the span of a day and night in Skyrim - and that is not counting the bandit lair I went into on the suspicion that it had a quest target I got days ago and forgot about. I found two random chests and some ore deposits and an odd vignette with a skeleton who apparently met a tragic end. Between the music and my random wanderings I enjoyed myself so much.
And that was before I headed to Autumnwatch to do the bounty quest I had picked up (probably 5 levels earlier... I never rush to do any quests.) I wandered in that general direction, found a partial exterior dwemer ruin, made my way to the dragon's lair, handled that problem then turned toward the small shack icon I saw on my map. It was Froki's shack - I had not bothered with this in prior game playing, so I found a really off beat quest that would send me into three random directions to fight giant ghost versions of a skeever, a mudcrab and something else. From there, I noticed a gap in the rocks. That looked inviting, I started up there, going from grassy area to snow covered hills. It led to one of those cool Talos shrines that can be found in the world, usually huge, overlooking a cliff or something. Looking down from there (after stealing the offerings of course) I saw a Nordic Ruin I had not encountered yet. Arcwind Point, as it turns out. I hopped down the rocks and started to make my way there. Hilarity ensued... turns out I didn't even notice a dragon hanging out (or maybe he just flew in...), because i was too busy running around trying not to die from the deathlord who popped out of his crypt. This was not an interior ruin... I ran through a small building, CRAP - another high ranking draugr... only this time, he and the dragon totally got into it. I took a screenshot, where I was just standing there, occasionally lobbing an arrow as the draugr and the dragon went at each other. Saved my life and Lydia's, I can tell you that. Once those two had been dispatched, I climbed the remains of a high tower - got a spectacular view and a boss chest and at the highest point, a skill book. It was gorgeous. ... and then on my way down, apparently I annoyed some skeletons and we had two waves of them to deal with, which is fun. Blasting skeletons on a high point so they shatter and their bones go flying off the edge. Heh. Arcwind Point was very cool too, with a little graveyard, etc.
Anyway... all that was over a few hours of play, with me wandering. I do quests sort of organically... I do a few things when I need gold, but my character likes to explore... so we do.

I return to cities to offload the stuff I have found, or head to a new city as a quest might dictate. Thus far I am level 16 - I have only been to Whiterun, Rorikstead, Ivarstead, Riften (to turn in the bounty for the Autumnwatch dragon and because I wanted to train smithing) and last night I finally hit Dawnstar. I have a quest where someone asked me to deliver a purchase order to a guy in Markath, I believe... and I love the natural way that flows. I might hop a wagon and head straight to Markarth, or just mark it on my map and make my way there across country with my current side kick, Kharjo.
