Both installments of course share a good deal; they have very similar mechanics, are set in the same world (although in a different portion of it – Skyrim takes place in the eponymous region of Tamriel, while Oblivion took place in Cyrodil), and even begin with your characters in the same position: imprisoned by the local authorities. However, things are a bit more … urgent in Skyrim, since you're on your way to your execution. You've been picked up in a sweep for rebels called the Stormcloaks, and you've got guilt by association. No trial, no discussion, just up to the chopping block with you.
Then the executions are interrupted by the appearance of the first Dragon Skyrim has seen in centuries.
Thus begins the adventure of your character in the chill yet beautiful realm of Skyrim, home of the bluff, Viking-like Nords who are caught in the middle of a civil war. The action takes place some centuries after Oblivion, when the loss of the Septim dynasty has evidently weakened the Empire – enough that they have been forced into an extremely disadvantageous treaty with the Altmeri, the High Elf empire, who have among other things forbidden the worship of Talos, AKA Tiber Septim in life. The Altmer don't believe Talos is one of the Divines, and his worship is an offense. This is what's led to the rebellion, in fact; Tiber Septim was a Nord, and forbidding his people to worship him has caused immense resentment.
The main plot is well done, with two major subsidiary prongs to follow. In your quest to discover why the Dragons (who in Skyrim appear, at least for most of your adventure, to be all unholy, intolerant monstrosities seeking nothing but your destruction) have returned and how to stop them from laying waste to Skyrim and, perhaps, all of Tamriel, you also have to decide whether you will take sides with the Empire or with the Stormcloaks – neither of which are entirely in the right in this war.
There's considerable replay value in Skyrim, as well as in its predecessor Oblivion, since there are many, many sidequests and lots of areas to visit in this wide-open world; You'll never complete them all in one run-through (well, I suppose a truly obsessive could complete a LOT of them, but some sidequests, such as exterminating the Dark Brotherhood versus joining them, or supporting the Empire versus supporting the Stormcloaks, are mutually contradictory and shut off entire lines of subsidiary sidequests).
As with Oblivion, there are a wide variety of sidequests to journey on, ranging from retrieving someone's lost sword to reviving a dying holy tree, gaining the respect of the Orcish tribes as blood-kin, rescuing an orphanage from a truly nasty overseer, and delving into the secrets of the College of Magic.
I was disappointed by one change in gameplay, one that surprised me: it is no longer possible to swim and fight underwater. Oblivion permitted you to swim as far as you liked and even had spells to permit water-breathing. You could use touch spells while submerged and fight underwater creatures, such as slaughterfish; in fact, one side quest involved hunting these nasty creatures down. Skyrim allows you to swim but you are utterly helpless in the water. This may be more realistic but is not terribly "heroic", and is especially jarring because it takes away a capability the earlier game gave you. This gives some feeling of regression of capabilities instead of progression. Similarly, no change has been made to address the basic cognitive dissonance of having weapons and spells of mass destruction that are still somehow incapable of opening a door or chest. I really wish such games would think these things through (especially since other games, such as Neverwinter Nights, had in fact allowed exactly that sort of approach, at least to some reasonable extent).
Also as with the prior installment, Skyrim has very limited personal interaction. There is a "marriage" quest, but there's essentially no courting involved, you don't have much notable interaction with your supposed spouse, and after marriage about the only thing you can do differently is come home and find your spouse there, able to make particular items (particularly food items) for you to take.
I find this disappointing. I know that many gamers don't want a lot of personal interaction, but I see no reason it can't be provided for those of us who enjoy it.
The music for Skyrim is very good, however, especially the main theme and variations on it. While the basic melody is actually the same one as used for the opening of Oblivion, the particular arrangement and performance, with the addition of the deep choral voices singing in the Draconic language of the game (an entirely made-up language which actually plays a significant part in the story) changes it to a very beautiful and powerful tune.
Plotwise, the only complaint I really have is the same one I had with Oblivion, only in this case even more strongly. Read no farther if you do not want SPOILERS:
All right. At the end of the main plot, you confront the demonic source and king of the Dragons, Alduin, fighting him within Sovngarde – the equivalent of Valhalla itself. Once you have defeated Alduin, you return to the world of the living – with the power to call to you a powerful warrior from Sovngarde to assist you in battle!
Wouldn't you think, perhaps, that your character might be considered at least a CANDIDATE to be High King and unite Skyrim? Or possibly the next coming of Tiber Septim?
(Maybe give you a chance to kick those annoying High Elves in the butt?)
But NOOOOooo. Heck, no one even REMARKS on it much, and there appears to be no resolution to the whole "High King" mess in sight. If there's a quest for that, it's sure not obvious!
Ahh, well, it was still fun.
Despite my minor gripes, Skyrim is an excellent RPG – diverse in opportunity, beautiful in overall execution, and exciting to play during many points of the story. I strongly recommend it.