was expecting there to be an arena...kinda like oblivion but I guessed wrong.

Maybe future DLC content?

In OB Cyrodiil was based around the Roman Empire so it made sense that there was an arena. Skyrim is based off of vikings so why would they have a full on arena? They might have duels in a smaller arena to settle disputes but they would not have an official arena like the Imperials.

Oblivion have: Arena, Dark Brotherhood, Fighters Guild, Mages Guild, Thieves Guild and Main questline.
Skyrim have: Dark Brotherhood, Companions, College of Winterhold, Thieves Guild, Civil War questlines and Main questline.

Technically, Skyrim have one questline more than Oblivion, because the Civil War is divided into two options.

even though those questlines are exactly the same except for the dialogue and who you kill

True, but technically they are different. If you choose to ignore that however, Skyrim still have just as many questlines as Oblivion. Unless I forgot any.

They are not different they are just mirrored versions of the same thing.

They could have an arena like the one in The Witcher 2 where you fight until the other one yields - sort of like the brawls but with weapons. It should probably be placed in a legion/stormcloak camp or in the courtyard in Castle Dour.

true but compared to Morrowind (i skip Oblivion 'cause Skyrim IS better than that) all the guild quests /sotrylines look shallow, sadly

I barely completed Morrowind, and that was years ago. But even if not comparing it to Morrowind, I do agree, the questlines in Skyrim are a little too shallow for their own good.