Despite all of the naysayers around here it's rare to find a game with such amazing depth. Little things like finding a little shack unmarked in the map with a story attached to it.
This is what I like about the game the most, and its main improvement over Beth's other games: it actually rewards exploration. Just about every place you go to has a little story to it, if you're willing to piece it together. In Oblivion there really was no reason to explore dungeon #213 unless a quest took you there, and even then it was just a guy or an item sitting at the back of the place. Morrowind was largely the same (although a little better in that regard), and Daggerfall obviously as well, what with the thousands of randomly generated locations. Hopefully they'll actually keep going in this direction from now on.