Here are some mods we had in Oblivion that I'd love to see in Skyrim

Extinguish the lights: A light source extinguisher like "turn out the lights" to snuff candles and lanterns
Deknock arrows
Thieves' arsenal: A "blackjack" mod to let you knock targets unconscious for thieves to use
call steed a.k.a. dude, where's my horse? brings your horse to you instantly when you loose him

Crowded cities mod & Crowded roads mod = adds levels of random NPCs to make the world more alive and populated.
a cats and dogs mod to put more random animals in the towns. We've got enough chickens though!
a clocks mod like Clocks of Cyrodil
house map markers
home transport = I want to be able to get to my home from the map
fast travel from inside locations
alluring potion bottles. The current potion bottles are kinda dull
a clutter mod to make the house clutter more valuable for thieves, at least in wealthy homes.
book placement and decorator assistant mods to put stuff where you want in your house
Ren's Guard overhall. Please, no more psychic guards!
no more annoying comments about your skills
natural ring limit a.k.a I have 10 fingers so why can't I wear more than one ring?
Kurtee's Inventory is a backpack: A backpack mod
Kurtee's Gold is an inventory
Banking mod
There are lots of other possibilities, but these ones I really miss right now.

Bigger mods:
Oscuro's for Skyrim
FCOM for skyrim
COBL
Living economy
OBSE for skyrim

Can I add "Horse Combat" to your list?

I think there was a mod for Oblivion that allowed you to fight while riding your horse but I can't confirm it since at the time I moved and then didn't have internet for several years to DL it. I would totally love the ability to fire a bow or draw a sword while riding my horse.

I couldn't agree more. especially when you're riding around it would be great to take out wolves and elk with a bow without having to get off your horse!

Marksman Velocity. Seriously, my stealth archer got so much use out of that mod...

Essentially, the better the arrow, the faster it flies - which in turn affects the arc (or lack thereof, as the case may be). The improvements were noticeable, but balanced enough that archery avoided becoming even more overpowered than Oblivion's marksman skill was already.

That was by far the one thing that absolutely bothered me in Oblivion. I could ride a horse. I could fight. But I couldn't fight while riding a horse. It became so tiresome having to jump off the horse to attack something that I eventually just "forgot" my horse and walked everywhere. Not to mention that if you did have your horse and you got off to fight sometimes your horse would wander off and you'd spend forever trying to find it again.

This was part of Deadly Reflex. I'm not sure if Skycaptain ever got it working how he wanted it to though.

That was it. I did eventually download that mod but by then I was completely committed to FO3 and thought that once I beat that I'd get back into OB. Unfortunately the mods for FO3 just kept getting better and I played FO3 right up until New Vegas and well, now we're at Skyrim (and I still haven't beaten New Vegas).

None of these are "little" mods. Each of these would be a massive undertaking, as they were in OB.

I'd like to see a mod which makes companions a bit more interesting. All they do is follow you around, it would be nice if they had a story attached to them, like Ruined Tail or something? ALso more options, such as command them to ride a horse not just attack it if you click on it, or jump over a tripwire? That sort of thing.

Also I was expecting to develop relationships with NPCs not just find an amulet (or so I've heard) to marry ?

Seriously, have you even played skyrim? all three of these are in the game. Deknocking arrows is just a simple button press.
The guards aren't psychic, just make sure there are no whitnesses (quite easy if you're an assassin)
and 3, the economy is already living, you can destroy it if you really wanted to. or help it by doing jobs and buying and selling from merchants (yes merchants don't have a set gold, they lose gold when you sell things and gain gold when you buy things)

you should play the game before you suggest mods that are already part of the game.

The economy is NOT living. Prices are static, People don't buy anything. The only flow of gold in the game is from you,

I really don't appreciate the snarkyness. I have played the game and if you can't denock arrows I'd love to know how since I haven't been able to do it so far. I've had guards calling me a thief even when I'm not wearing any thieves guild armor so how did they figure it out? And no the economy is nothing like Living Economy mod from Oblivion.

Gold in real life is heavy, but not Skyrim coins. and gold coins are not an inventory item and they have no weight. They should weigh something. I wasn't talking about gold ingots or ore which I know weigh something.
Also, I'm not the only one complaining about psychic guards knowing more than they should about you.
I've been playing ES games since Daggerfall so I know what I'm talking about; there is no need to be rude to me

R is the key to denock

I'd like to see mannequins !

I can't remember the name, but there was a great Fallout 3 mod which required you to eat, drink and sleep at normal intervals or you would suffer significant penalties.

Was a huge boost to immersion. It made food more than just a health potion.

I'd love to see that for Skyrim. You make your way through a dungeon... Phew, stop after clearing a room for a bit of salmon steak... OK, back at it.

Rejoice! House map markers (which also implies fast travel to them), no more annoying skill comments, and crowded cities/roads (quite possibly including dogs) are all things you can basically assume someone will make. And a "Necessities of Skyrim" mod, for the person above me. These ones are givens.

You denock by hitting sheath, which is probably R by default and you've probably set it to F if your a TES oldbie. At least I have. If you've got an arrow out, it will denock instead of putting your bow away. I am not sure how you haven't discovered this even by accident yet, since it's the only obvious thing there is to try.

Were the guards calling you a thief for being in the guild, or for having a small bounty/previous arrest in their region for stealing? Because if it's the former, that's actually a "no more annoying comments about your factions" issue.

By playing the game I think he meant for more than an hour to two, and actually trying things out.

Word travels fast in Skyrim. If you kill someone with other people around and fail to kill those witnesses, you'll have a bounty on your head. If you kill the witnesses, the bounty will be cleared. Same goes for theft I'd imagine.

Also, you can deknock arrows by pressing "R". That's something I figured out by myself.

The economy, though not perfect, is better than Oblivion's. But if someone wants to take it upon themselves to make it more in-depth, then by all means, go for it.

For mannequins.. they are in, check the basemant / crafting area of the house you get in solitude.

The house costs like 25k and one of the decorations will have mannequins as part of the package. 2 of them

Damn spoiler - no worries .... I am off to Solitude. Thanks