Got Oblivion with the quake-con sale on steam. I never played any other Elder Scrolls after the first one (which was in 92), so I was not sure what to expect.
Confusion is what I found mostly so far. I still have no idea what's going on around me and it took a while for me to realize how to drop things. Luckily a tooltip showed up when my inventory was jam-packed thanks to my tendency to grab everything that's not bolted to the ground.
I play a dark elf or however they call it in this game. After repeatedly demonstrating that I'm terrible at sneaking and that I can't hit a giant rat with a bow if my life depended on it, the guardsman figured a "bard like you" should have no problem with the sewers. I translate this as "you are terrible at everything you do, this class should reflect your playstyle very well...". Well, Bard it is then...
After Captain Picard told me how awesome I am and that my inaptitude even haunts his dreams, my little dark elf - a prisoner able to remove her shackles herself - saw the light of day for the first time. I admired the beautiful lakeside, just to be pinched in the butt by a big crab. Not two steps later I got attacked by the first trash-talking bandit. They don't fuck around here.
This is a game that doesn't like to hold your hand. From the minimalistic tutorial to the fact that you may or may not do what Captain Picard told you to. So I just set out my own goal: become famous, rich and filthy. Saving the world is only a secondary objective.