The overworld was incredibly immense and almost totally devoid of plot-based stuff.
If you wanted to find a daedric shrine, there was no way you were ever going to just happen to come across one while walking. You had to read the ingame books to find out where to be, and what day to be there, and what sacrifice to bring.
You could break the main plot by not being at a meeting point at the appointed time.
The dungeons were procedurally generated. Almost everyone used a mod that let you teleport through the quest-item locations. Otherwise, you'd spend hours and hours wandering through a confusing, senseless maze of corridors that sometimes didn't even have a way for you to get to the item you were supposed to be bringing back.
Guild advancement wasn't just tied to completing quests. You also had to have high enough levels in all the guild's favorite skills. Oh, and the quests were mostly "go to random dungeon, fetch random thing" or "take random NPC to random other location."
Anyway, Morrowind fixed a lot of that, while keeping the best parts. You got a sense of being able to explore the world that Skyrim and Oblivion don't really have.