In terms of quest design, this has been my biggest complaint about Skyrim almost from day one. It's true in all ES games to some extent but in Skyrim it was especially noticeable. Role playing is almost impossible unless you happen to be role playing a mercenary who does jobs for money. Since most quests have only one or at best 2 ways of completing them, you can't make meaningful decisions about what your character would do. Let me give an example. Without spoiling where it is or what it's all about since I know at least one person in here hasn't played it yet, there is a certain quest line involving werewolves. Your choice when you find out about them is "help the werewolves" or "walk away and have this quest stuck in your quest log for the rest of the game." This is not good design for a game claiming to be an RPG. What if I'm playing a lawful good type who thinks that werewolves are an abomination that have to be destroyed? Where is my option to join the werewolf hunters to exterminate them? This is just one example. I tried to role play a lawful good paladin type of character in this game and quickly found that if I was sticking to that there were a ton of quests that I could not actually complete in the game, especially in terms of the major quest lines.
Again this has always been a problem with ES games dating back at least to Morrowind, which was the first one I played, but in Skyrim it seemed really egregious. I understand that there is limited budget for games and they can only do so much, but maybe spend less time making the graphics pretty (which modders are going to outdo all of your work within 3 months of release anyway) and focus on making the game itself deeper.
Exterminate the Dark Brotherhood?