Probably the major appeal about TES is the open world structure and huge amount of content. For me, pne of the things that lets this down is Bethesda's apparrent assumption each character is going to be Master Of All Things when the format should, IMO, be accomodating towards the freedom the format is supposed to be about.
One major issue is the done-to-death lack of real choice of lack of consequences for your actions. Next comes the lack of meaning to what race you choose (I'd love it if they had one quest specific to each race or at least more race based dialogue instead of guards e.g. telling my scrupulously honest character they're a "sneak thief" because they have a high sneak skill or psychically divining the fact they've added a few points to enchantment by learning a few enchantments but never actually used the skill). But something further that bugs me a bit is this apparent belief you're not going to want to select which bits of the vast game a character does.
I'm not massive on roleplay, but I do like to give my characters a broad outline. Having been playing spellsword types, I've created an Orc which I intend to be a pure warrior, zero magic use. That means they'll naturally avoid the College of Winterhold because it as no purpose for them. By doing that, that means they're basically locked out of completing a totally unrelated quest you can trigger in a couple of ways out in the world you have to start the College questline to complete as the relevant dungeon is locked out until you do so. If memory serves, you have to go there for the MQ anyway, which again basically means signing up to get in there. Essentially the game basically forces you to initiate a questline (which the game tells you is massively urgent) which is going to culminate in you becoming archmage even if you're playing a character that hates magic, hasn't skilled up in it in any way, never uses it and wants nothing to do with it.
Additionally, certain word walls are impossible to access unless you follow certain questlines. Though you don't have to, the game seriously nudges you towards joining the Thieve's Guild and won't let you destroy them and you can only destroy the Dark brotherhood after performing the introductory task which is rather out of character for any character who wouldn't want to join them anyway (that particular quest is lame beyond belief IMO - I wish there was an option to take a certain highly irritating child straight back to a certain institution and leave him there in the care of a certain lady).
It just strikes me in their game design that it doesn't occur to Bethesda that you might want to choose to neglect certain quest chains with certain characters for roleplay/character reasons. It's fine that they let you do everything, but it seems like they expect you to want to do everything. Personally, I rather like ignoring whole guild questlines with certain characters as it makes the game seem fresh when I do with them a different character which adds to replayability. But I keep feeling the game pushing me to do stuff that's out of character for certain characters I'm playing. Weirdly, it seems the game doesn't lend itself well to scrupulously moral, good guy characters - it seems that playing an amoral character actually fits the content better.