I really liked the world and how you approached it. It seems like with Oblivion and Skyrim, a lot of objectives and quests are kill kill kill. Morrowind seemed to have a lot more dialogue-based quests. You had to use your wits to solve things and not necessarily your brawn.
Another thing I liked was just wandering, not knowing what you'll find next. Could it be a den of deadly vampires? A forgotten tomb to some great hero? Nearby dungeons weren't on your compass, so it was a bit of a treat to find something that not many may have found before. It made the exploration much more rich.