I would prefer if the game was more like Morrowind in terms of expansive dialogue, characterization and lore. Too many people in the game were random guards or stock characters. In this way, Skyrim felt somewhat empty from a roleplaying perspevtive. Of course, this is the result of the voice acting, which limits the amount of dialogue in the game. If it was my choice, then, I would remove the voice acting.
Also, I wish the guilds/groups were more expansive. Not only were the guild quests unremarkable and no different from any other quest (honestly, a "guild" screen in your menu that shows what level you are in each guild would have been a vast improvement as it is and that was in both Morrowind and Oblivion), it also bars you from certain groups for no explained reason, which breaks immersion. If your character hates werewolves, you probably would join the Silver Hand, but you can't. If your character is a Breton who wants to follow the "old ways", he would probably join the Foresworn, but, oh? YOU CAN'T.
Additional notice of your race would also be nice. This topic has been beaten into the ground, but why can I, a Khajiit, wander freely in even the most fundamentalist, for lack of a better word, of Nord cities, yet all other Khajiit have to stay outside?