Things i wish that were in Oblivion that weren't in Skyrim... Alteration spells that help you with your burden to carry things
How you could have all ur abilities mastered... like how you could run backwards faster than people running at you... or how you could zoom in with your bow
In Skyrim there is limitations... coz there is only 81 levels and like 250 skill perks? and I DO NOT HAVE THE TIME to play more than twice... (i am still on mission 2 of Oblivion after 350 hours)
I just didn't like that... you should be able to have one character and have all skills unlocked in one game
New things that are goods
Besides the obvious - shouts, better magic effects like destruction mostly, sprinting, fighting animations, giants (big monster concept)... earth shaking when they smash the ground
I like how you can go on a horse and fast travel overencumbered
I also like how they improved the Archery system and made arrows weightless that was the best feature
Two handed, the way you can combine stuff... the way flame works
Also the caves... WOW some of them i gotta say i was deeply immersed in... like almost every cave i go into looks different and is just... orgismic to look at... and how there is a short cut at the end of caves
A notable thing i found very different from playing the two games... in Oblivion I WAS TERRIFIED GOING TO CAVES... it was just really scary... coz they were dark... and i just felt very very uneasy
Now it is the opposite in Skyrim the caves are beautiful and i just love going in them... in Oblivion i liked the (sun light area) better... in Skryim I LIKE BOTH... i used to hate going into caves in Oblivion
Also the Olivion plains were very scary... it would take me 1 game week to finish a plain... Oblivion was just a way more unnerving game... it didnt make me feel relaxed
Skyrim makes me relaxed even in caves:D
Thats all i can think of right now
Oh and i love how some of the npc converstations
... its like watching a movie... like when u first go into ulfrics throne...But wished there were more... though it did have more than Oblivion...
Today i heard a new one from my follower i accidently attacked a furry cat person... and my follower goes like "my uncle had a cat... i killed it too" LOL XD

Just a shame the writing didn't reach the same high level as the rest.