Deeper character personalities. I guess I'll call that a feature.

I want to go into a dungeon and say to myself "I won't let my companion die." Not because he/she is the best companion in the game, but because I actually value their presence.

Out of gamejam? Spears

In general? The removal of regenerating health and magicka

More cooking recipes(with larger healing effects, could be difficult to find ingredients for)
Marriage candidates for the currently unmarriable races(ex: Khajiit)
More underwater wildlife, fish are nice but all I see are salmon and the little guppy looking ones, and slaughterfish. Underwater grottos might make for more water interest.
Something to spend large amounts of gold on Like maybe you purchase Helgen, then are in charge of rebuilding and repopulating the city. Would give players a nice goal, and more encouragement to smith,make potions, mine and steal. After buying my horse and several houses and a full sets of armour I feel there isnt much of great value to save up gold for.