So what do you do when enter the world of Tamriel for the first time? Well to be honest whatever you want to. Bethesda has created such a non linear game that you are free to do what you choose to. You can follow the main story line thanks to the great map / compass feature and incredibly useful quest log, go explore the world on your own, go fight monsters building up your character attributes or even complete the hundreds of quests located all over the huge province of Tamriel. I do mean huge it will take you quite some time to travel from one end to the other. But you can circumvent this by traveling by horse or using the quick travel feature. Each section of the province has its own themes, quirks, quests, characters and so on. You’ll meet tons of non player characters (NPCS) along the way. Some will help you in your quests some you’ll just meet randomly. Everybody has spoken dialogue. Each having distinct mannerisms and dialect… it is very impressive.

So how do you play Oblivion exactly? Your player will have stats ranging from health, magic, speech, armor skills and so on. While you’re just playing the game your skills will increase on their own as you become more adept at doing certain things. If you continuously sneak up on enemies your sneaking skill will increase. If you block / parry an enemy attack then your blocking skill will increase. You have main attributes like health, magic and fatigue and secondary attributes like the aforementioned stealth skill and much more. When you level up you choose where you want your skills points to go to. You can level up as leisurely as you wish or go searching for dungeons, hidden caves and so on to find the real goodies and grind it out.  

There are literally hundreds of individual caverns, hidden temples, etc that you can find (and have permanently marked on your map) and explore. Once you hit the Level 40 + and have full Daedric armor and some enchanted weapons you’ll be a force to reckoned with. Not to say the game isn’t difficult but you can alter the difficulty level on the go to your liking. Now if all this fighting and grand storyline isn’t your thing well you can go off and find very rare plants and create potions and sell them. Go search for loot in the harder dungeons and sell them for gold, buy a house and decorate it, be a bounty hunter, hell if you want you can break into somebody’s house steal an orange then get arrested, break out of prison and do it all again!