Size and depth are two things the
Elder Scrolls series is known for.
Oblivion follows in the footsteps of past games in the series by offering an experience that you can literally play for months and always manage to find something new to do. A consistent narrative runs through the entire adventure (this alone takes about 50 hours), but it is easy to forget an important, story-related quest and forge your own adventure by exploring the game's vast world. You can search for hidden caves, search for long-lost treasure, join different guilds, become one of Tamriel's most wanted, buy a house, raise horses, become a vampire... really, there is so much to do in the game its impossible to list them all. Even the game's main story offers enough flexibility that you can take approaches more suited to your play-style.
None of this is new for anyone who has played Morrowind, but Oblivion manages to improve on the experience in such a meaningful way, that even players who typically don't go for RPGs will want to give it a shot, and will likely find themselves immersed in the experience. Oblivion does a great job of cutting out all of the "fat" that made Morrowind not as easily accessible. Pacing has been turned up, giving the game a more action-oriented feel. You'll still find yourself wandering large, open areas, yet everything feels tighter and more focused.
Nowhere is the more streamlined, easier to grasp experience more noticeable than in character creation. As in past games, you begin as a nameless, faceless person in a big world. Initially, you chose only a name, race and gender, after which you're dumped in a jail cell and forced to listen to the remarks thrown your way by a fellow jail-bird. You are soon met by the Emperor, who decides that fate has brought you together and charges you with finding his lost heir. As you make your way through the sewers, you're taken through a tutorial, which in reality serves as a character creation process. You're briefly introduced to the game's basic magic, stealth and combat system, but given free reign as to how you want to complete each segment.
Before exiting the sewers and entering the vast world that awaits you, the game will suggest a class based on how you've been playing up to this point. There are numerous classes to choose from, but if you can't find what you want, you can go through a simple creation process and create your own.
Again, what seems like a complex process is presented in an easy-to-understand manner. You begin by choosing your specialization (combat, stealth or magic), and then assigning seven skills and finally naming your new class. The cool thing about the whole process is that even though you may not have chosen to specialize in a certain skill, you are still free to use any skill in the game. The only downside is that you won't be as proficient at that skill as someone who specialized in it.
Oblivion also shares in Morrowind's intuitive leveling system. Rather than gaining experience points for everything you slay, your skills improve through using them. So, if you find yourself using a lot of magic, your magic skills will improve. Of course, the same "cheap" leveling mechanics found in Morrowind are still present, so it is possible to quickly level up certain skills by performing simple, repetitive actions. If you want to quickly gain a few spell-casting levels, you can cast a simple spell over and over again, or jump everywhere and fall from high places if you want to build up your athletic skills.
Questing is much improved over Morrowind's bloated, confusing system. Goals are clearly stated, rather than being presented as a vague clue and a direction to travel in. Quests are stored in your journal and can be set as a primary quest, at which point the location is marked on your map. At this point, you can begin the long journey to the marked location on foot or horseback, or choose to be instantly transported to the area. The quick travel is good if you want to quickly complete quests, but exploration is one of Oblivion's more rewarding aspects.