Well first I'd like to say that I would NOT like to see multiplayer in an Elder Scrolls game, or at least make the focus still on single player. Games like Dead Island and Borderlands have convinced me that having a strong co-op comes at the expense of the single player mode.
I'd like better graphics, of course.
Make it more designed for PC than consoles, like previous Elder Scrolls games have been.
Of course keep the mod support since really, Skyrim got pretty fucking boring without any mods on.
For the love of god, find a way to make combat enjoyable. I focused in archery just because melee and magic were both so boring. Archery was really only better because it was so over powered when combined with stealth, that I could just one shot most enemies, so I didn't have to deal with the combat
Improve the loot you find from enemies and dungeons. I had very little reason to pick up weapons and armor, after the first 6 hours or so. 90% of the time, the items I had were much much better. This contributed to the game getting boring. Why am I going in to all these samey looking dungeons if I know that I probably will only find stuff that's as good or worse than what I already have.
Give shops more money. Thank god this was fixed with mods, but shop keepers don't have nearly enough money. I end up having to travel the world just to find a shopkeeper who can afford to buy this axe that I found. Either give shops more gold right off the bat, or have their gold increase as you level up or something. I quickly got to the point where even selling items I found was no longer an option, because no merchants could afford to buy anything.
I know story isn't the reason you play Elder Scrolls games but it would be nice to have a compelling main story for once. I'm traveling the land, there's epic music playing, I should feel like a badass hero...but I can't because I don't care about my quest at all.
Make the player feel like their actions matter. When I'm the arch mage I shouldn't have people coming up to me asking if I ever considered joining the mages guild. I save the world from a dragon apocalypse and still receive the same amount of recognition as when I first entered Whiterun