When you started Oblivion you had NO idea what was going on, why you were locked in a Prison, and your future for that matter. It brought a bit of sense of drama and mystery behind it. Why were you in there? What did you do? Where did you come from? See what I mean?
Skyrim? You KNOW you got caught at Darkwater Crossing, you KNOW that you were trying to cross Cyrodiil's/Skyrim's borders for some reason. And by the time you're done making your Char. you know that you are Dragonborn becauses Alduin King Dragon himself comes and attacks the city ONLY because you are there.
Also, don't get me wrong the dungeons are great, some are just absolutely breathtaking compared to TES IV. But most of the times it feels like I'm going into the same "kind" of dungeon over and over. ESPECIALLY Nordic Ruins. Dwemer Ruins are different and what dungeons should truly be like. Almost everytime I enter a Dwemer Ruin it looks diff. whether it be an area to fight enemies, or just a hallway. It's different.
IDK what I'm trying to accomplish with this post really. Just some things have been bugging me lately and making it harder for me to keep making new characters and just stick to the ones I got. =/

)? All I ever heard was that you were caught crossing the border.