Just two things come to mind as I’m playing that would add some depth. (For console players who don’t have access to mods)

The first is my horse. Since I first got one I really hated that it just appeared next to me after fast traveling. I wish there was a mechanic to tether a horse to a post or designated areas outside establishments or in stables where they wouldn’t come with you fast traveling if tethered and it'd also be a really good RP element.

The second is a little more difficult and I’m not sure how hard it'd be to implement, but it seems all the minerals and ores I get aren’t really good for anything in end game, I’d like to have a reason for caring about having it. It'd be really great to have to repair items periodically, just as an RP piece and to make use of the overabundance of supplies.

I'll update this thread as I think of some other cool stuff that could be of use to add depth. Just want to get my thoughts out there in case anyone can benefit from them.
Feel free to add

tethering a horse would be a good feature. But they would have to add some kind of marker on the map so you remember where you left it. I'm hoping they add this to followers in the future cause I often forget where I told a follower to wait for me.

Shadowmere is still out there somewhere terrorising the people of Skyrim. And sadly my feet are still sore from all that walking.