A lot of things.
But I'm tired, so I'm just going to say one:
Some characters (Idgrod, Falion, Movarth, Maven, Vingalmo and Orthjolf) had so many possibilities, and yet they were almost left aside.
I'd love to deeply engage in Harkon's Court politics before and after it becomes my character's Court.
And Idgrod and Falion... This two... Sooo many possibilities. Their city, Morthal... Even more possibilities.
Maven... Well, she has some quests, but to me, it's not enough.
Movarth... I'd love if we had more options related to him... Maybe ally with him. Or just if he really was that "powerful and feared" vampire, it would be enough..
Autotalk. Every NPC in skyrim wants to talk to random strangers. For example, the little girl in Whiterun: "I work with my mother, we sell fruits and vegetables, and I think I have to tell this to you every freaking time we meet, because it makes so much sense!" Seriously, WHO THE HELL CARES!? If it would be like this in real life, I would go insane!! For god's sake, If there's any mod that turns this off, please link it, because it's driving me mad!
Edit: nvm, I found one, at last
aye, Horns would cause the helmet to weigh more and be off balanced. I always assume that the misconception started due to some joke by a drunk Norseman or to intimidate an opponent or both.
According to legend, the lone Viking at Stamford Bridge may have wore a horned helm. If you have never read the tale, I encourage you all. This is the only example that I know where a Viking in a saga wore a horned helm. (Apologies, I cannot find a good link - only persons commenting on it. I will include a link if/when I find a suitable telling).
There is a lot for me, so I will list them
No uniqueness in characters like in oblivion: Every race can master every skill withe ease, there is no difference between races besides skills. Every character can be a hybrid and the game gives you no reason not to, not to mention how easy the game is. Every character regardless of roleplaying aspects usually is a hybrid of smithing, enchanting, and alchemy to get op gear, because the game gives you no reason not to.
No reward for exploring: Almost all of the time the game just tells you where to go, no work needed, no anything, you can't ask around town, then there is no reward for exploring, because you will find a certain cave and it ends up being used for a quest later, or you beat the whole thing just to have the enemies respawn and beat the cave again for a quest. Pretty much the way it goes is, if its not on your quest booklet thingy, then don't bother.
Leveling too easily: A huge problem for me, after the first dungeon of the game you can reach level 5-8 with ease, making enemies get extremely powerful without you having a chance to catch up to them gear and stat wise.
So many boring abilities: They put almost no time in the skill trees, a good lot of them are useless, and the other are op grind fests. The only use for magic is the master level spells and impact, which just becomes boring constantly spamming fireballs. Stealth is way too easy, how do you shoot someone in the head with an arrow, hide, then hear "oh it must have been my imagination". The only reason people do smithing, alchemy, and enchanting anymore, is for the op gear anymore, not for their intended purposes. There is so much more wrong its sad really.
Roleplaying; This games dialogue is a lot like fallout, which is bad for this game, but it works well in fallout. If you take a look at oblivion dialogue, you can see how much more options there are and how it fits an RPG more. You either get the mean thing, or the nice thing, not much else, and there is no real Karma systems, so it never matters what you do or say, because you can be the leader of every guild and still be loved by everyone, no matter how big of a jerk you are.
The story: It is really just awful, its so repetitive and the game acts like it is a good story and you want to hear everything, when its just the same thing repeated by everyone, no unique characters, no nothing. Not everyone wants to roleplay as a dragonborn is the real problem, but you need to progress far enough to be able to fight dragons, then that part shows you are a dragonborn.
Traveling: I would like to roleplay by not fast traveling, but every time you do, on a master difficulty early in the game, you always get jumped by wolves, sabre cats, bears, bandits, dragons, etc. When you don't have good equipment early on, even the simplest of animals can kill you in a few hits. ALso dragons can attack major cities and villages and kill very important npcs and characters.
There is much much more, but this has eben long enough.