I won't play Skyrim because of my Oblivion experiences. While playing Oblivion, I became a vampire. It was cool at first, but then I didn't like it so much. So when I went to the one lady, she was all "Oh yeah, just bring me some soul gems. Don't worry, it's cool bro." Well, I didn't know what the hell soul gems were, or even how to get them, so I was screwed.
Another is if saving is a chore. If they don't have good save points or checkpoints, then forget about it. I had to renavigate my way through a dungeon because a rat hit me after I got swarmed by bad guys. It took me an extra hour to do the quest.
Also, lock-picking. When you lose all of your lockpicks and the ONLY way to get past the door and continue with the quest is to lockpick through the door, this infuriates me so damn much. To hell with you Oblivion.