Playing it feels like I just follow orders and don't get to choose the path I wish to take.
I barely get any chat options when speaking with the NPCs and the only real enjoyment I got out of it was exploring the land with cheat codes after I stopped following the missions, which only lasted me a short time.
This doesn't make any sense to me.
What orders do you follow? You can go around doing anything you want and you don't have to follow any sort of regimen, as soon as you are out of helgen you are free to run amuck forever without any regard to the quests, if that's what you want.
Your combat, skills, adventures are all up to you.
And of course you aren't going to have fun if you use cheats, especially on your first play through.