To me, one of the most thrilling aspects of adventuring in games like these (TES) is the ability to get completely lost. Of course you have a map at your disposal, but you can either have it be as unusually god-like as Skyrim's or as painfully vague and realistic as Morrowind's mess of brown sludge.
Of course, it is kind of unfair to make the comparison to Arena and Daggerfall - seeing as their worlds were unfathomably MASSIVE (and mostly randomly generated).
I know that there are many factors - some of which are simply ridiculous (Morrowind's infamous Perma-FOG, anyone? or the fact that Oblivion had less intrusive mountains to deal with [plus boring textures]) - but I feel that this is one feature (if you can call it that) that I was unable to really find in Skyrim.
Rather than listing all of the factors that contribute to the 'illusion' of getting lost in these worlds - and all of the reasons why it is perhaps unreasonable to suggest that Skyrim should be any different in this respect - I simply wanted to open this topic up for further discussion and to see if anyone else understands my yearning for the thrill of being lost.
What's the point in adventuring if you are almost always only 10 minutes away from the nearest city or settlement? (a slight exaggeration admittedly)
I apologize if this has been discussed to death - also, anyone out there who thinks that all Morrowind-lovers are snobs, please refrain from TES profiling

P.S: It's good to be back. It's been a while.