Skyrim's beginning seems more scripted than MW or OB's to me.
In MW it was not uncommon for me to go ahead and go to Balmora, I would drop the package on the door step, just so I would know where it was, then I would just do whatever I wanted. I wasn't always prompted that there was a problem and that I needed to start the MQ. Many of my characters I retired without ever touching the MQ.
In OB when you left the sewers you were really on your own. It was very easy to never find the person to give the amulet too. In fact the area was kind of out of the way and easy to avoid forever.
In Skyrim, not so much. For whatever reason I feel compeled to go to Whiterun and start the MQ. I always finish at least Act I of the MQ, just to get the shouts and what-not. After that I may or may not actually finish the MQ and if I do it is generally quite some time afterwards. But the beginning, it seems I always at least start the MQ first, then move on to something else.