There are 2 huge things I have an issue with that are in Oblivion.
1) Map/compass
2) Fast travel.
If they take out those things in the next TES, I will be more than happy. I'd love it if I had to memorize the environments, or even if there were certain landmarks that I could tell where I was. Like, a certain grove, a part of the ground where there's a noticeable marking.
I'm not saying take out a map entirely, but leave out the "you are here" arrow. Just a blank map you have to purchase, and it tells you that one city is in the west. You may not know where the forget you are until you learn some basic things about everything.
Having to actually learn the environment of the game would be a lot more fun than just having it all given to you.