The biggest issue with a lot of Bethesda games is that, due to their openness, it's so easy to get yourself stuck in unwinnable scenarios as a new player. There's never any proper indication that you need to complete X amount of content to enjoy Y.
The best example of where this really bites you in the ass is if you go and explore the world in Fallout 3, you might stumble on a certain location before you've caught the main quest-line up, and suddenly the game is now uncompletable without using the cheats/command line because a door is locked forever. There's never any warning or indication that this going to be an issue, so you might be 50 hours in by the time you discover your entire save is hosed.
But even looking past bugs; if you go slightly off their intended path at the start of the game, you're in for a bad time since everything is scaled for a levelled player, and it's really hard when you get introduced to the wide open world to not rush off and go do your own thing. I wasted 12 restarts of New Vegas because I kept going to the wrong direction towards The Strip and always ran into enemies with far too high levels.
Now that I'm finally playing the Legend of Zelda games, I'm preferring the Ocarina of Time approach, where things are given the appearance of being open and massive, but there's actually a pretty strict linear-path that somebody interested in finishing the game will need to perform. In this case, it's a little easier to gravitate back to where you're supposed to be.
