I love Skyrim, but if I'm going to pick five things I don't like about it:
1. The fact that many quests, especially daedric quests, only gives you the options of either doing as the quest giver wants or not do the quest at all. In many cases, there is no option to oppose the quest giver and side with his enemy, there is no way to turn in a criminal to the guards, there is no way to try to change the quest giver's mind. On top of that, the quests we don't want to do will be forever on our quest list, and there is no way to put these quests in an "ignore" section.
2. We don't get the option to "destroy" all guilds.
Spoiler The only faction that you can "destroy" is the Dark Brotherhood, but you only get one chance to kill Astrid, and considering that there are so many essential characters in the game, it's not exactly obvious that you even have the choice of killing Astrid. I just assumed that she was essential, and I know many other's did the same mistake
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All guilds have some form of hate against them, and have a reason to be destroyed
Spoiler you already have the chance to destroy the Dark Brotherhood, the Thieves Guild is disliked by the jarl of Riften (not Maven) and many want them gone, the companions are in a war against the Silver Hands and the jarl of Winterhold hates the college.
. I find it annoying that we don't get the option to join the ones who want to "destroy" the guilds.
I also want to be able to betray your guild. For example, if you're in the thieves guild, and you meet a person who wants to destroy the guild, then I think that you should be able to help him in secret in order to destroy the guild from the inside. What I mean with this is that you shouldn't just have one chance to destroy the guild, and you should have many different ways to destroy the guild.
3. The enemies are too stupid. I mean, you can crouch right in front of a guard, and he won't see you. They will also stop looking for you, even if you shot him in the eye with an arrow. This does not only take away a lot of the stealth feeling, but also makes the game a lot more easy than it should be.
4. Dragons become way too easy when you become more high-leveled, and they become less rare than skeevers. I want the dragon levels to scale (I want even the ordinary dragons to become more difficult as you level up), and I want more different types of dragons (they will at least add one new type in DG, which is nice, but I want more). I want dragons that really looks different, and I want dragons that are both bigger and smaller than the ordinary dragons.
5. Many minor complaints: you can't name your horses, your followers can't ride horses, there is no option to make your dog live in your house, you can't change Sylgja's clothes, and so on...