Here's the idea of an open-world game: you do what you want. Skyrim is certainly an open-world game, no argument about that. Can you do what you want? Well, within the obvious constraints of the game, you can indeed do whatever you feel like doing. Want to ignore the Greybeards and explore every cave to the west of Whiterun? Do it, and I won't tell you you're doing it wrong. Want to follow the main quest as directly as possible, only diverging when you need to upgrade your skills? I couldn't tell you why that would be bad.
But I'd be willing to wager that those aren't the reasons why you do you what you do. They aren't the reasons I do, after all, and don't seem to be why other people I talk to play Skyrim. No, what I do is pick up as many quests as I can, decide how to accomplish them geographically, and go to it. Along the way, I'll check my compass for points of interest to explore to fill out my map. Sometimes I'll dive in a cave or fortress and see what it has to offer. More often I don't. Exploration is my general goal, but it does follow two general rules: the exploration is attached to the compass, and my general direction is determined by the arrow on that compass pointing me towards those quests.
In fact, it's entirely possibly to play Skyrim by playing “follow-the-arrow”. Pick which quest you want to do, and follow the arrow. It'll work, too, except it rare cases where your goal is on top of a mountain with only one or two paths. Alternately, you can select every quest in your book, and look at a compass full of arrows, and start walking. This is fine. This is even great sometimes. But here's the problem: the compass and the quest arrow can quickly become the dominant form of interacting with the game. Why do I do what I do? Ideally, because Skyrim is an interesting place to explore and become a part of. Pragmatically...it's because the arrow tells me to do whatever it is I'm doing.
This has a moral element. Or rather, it has an amoral element. Skyrim's arrow will force you to be an asshole. This is most apparent when you go to Riften, the town in the far southeast of Skyrim where the Thieves' Guild is headquartered. The first quest that points you to Riften will probably occur if you pick an “unusual gem”, possibly in the temple crypts of the first major city you visit. Picking the unusual gem up immediately triggers a quest to find an appraiser. That appraiser – the only appraiser in the entirety of the province of Skyrim, apparently – lives in Riften. So, heading there and asking questions of the right people (whom you can distinguish because of, yes, the magical arrow pointing at them) leads to the quest to join the Thieves' Guild. Which involves framing someone for a theft that sends them to prison, and then extorting a bunch of local merchants for protection money.
At some point in this process you might think “Why am I being a total asshole?” I know I thought it. And the answer I had, the only answer I had, was “because the quest told me to”, and the arrow said exactly what to do. If I did not turn into a local bully, I would never find out what what this gem was. And I would never be able to clear that quest from my journal. So even though my character was nothing like a thief, I joined the Thieves' Guild. Even though I hated the process of joining, I did their quests. All because another quest told me to, and the compass pointed me in the right direction.
Skyrim doesn't help this process at all. There is no “cancel quest” option. You can play a totally non-magical character, but if you ever asked any character about learning magic – a constant dialogue choice – then you have a permanent quest to visit the Mage College in Winterfell, even if you click it just once, even if it's an accident. It's the same for the Bard's College, as well.
This creates two big problems. One is psychological, but it's still relevant: as a gamer and fan of role-playing games, I have the expectation that I should be able to clear my journal. At the most mechanical level, a part of me believes that this is the point of the game: add as many quests as I possibly can and successfully complete them as quickly as I add them. I will grant that this is partially training; virtually every other game which has various quests operates on this principle. But by not allowing me to cancel quests I have no intention of completing, for moral reasons or otherwise, Skyrim frustrates my initial impulses.
I would be happy to say that Skyrim was pushing me towards a different style of play and work in that direction, but the dysfunction of the game's quest/journal system has a far more negative impact than simply disrupting conventional role-playing forms. Simply put, there are two ways to play Skyrim:
• You can play it as an explorer, delving into caves and seeing what the world has to offer; or,
• You can play it as a competitor, attempting to succeed at whatever challenges the game offers.
Neither of these are “wrong”, although I would suggest that the “explorer” option leads to the aspects which make Skyrim unique far more than the “competitor” model. The issue is that Skyrim doesn't allow for both models to be used at the same time.
The culprit is the journal system. When you are assigned a quest, it's added to your journal automatically. If it is set as active, an arrow is added to the map, as well as adding an arrow to the compass, both of which tell you exactly where it is. You activate the quest by selecting it from the journal. The journal is unspecific. Its words provide you with the bare minimum of information needed to know what the quest is, and not how or where to accomplish the quest.
For example, in Riften, the castle mage gives a quest to find three of her lost items scattered across the country. The journal simply asks you to retrieve her satchel, and her soul gem, and so on. You are never actually provided the information as to where these might be. The only way to complete this quest is make it active, find which cities the quest items are in, travel to them, and then follow the arrow to the location of the quest item. It does not say “I left my satchel at the apothecary’s in Windhelm” in order to give me, the player, the option of finding the item outside of the constraints of the arrow.
Theoretically, the quests in Skyrim should be effective mechanisms for teaching the player about the world, and encouraging its exploration. But because they're so directly tied to the mandatory arrow an unhelpful journal system, they do the opposite. They strip the game bare, revealing a dull core that says merely “Go here, kill something, come back.” That's not the game that Skyrim feels like it should it. That's not the game that Skyrim is at times, when I climb a mountain to see what's there, only to be attacked by a dragon from which I flee, tumbling down the cliffs hoping to survive the next fall. But that's the game that exists when I want to accomplish the quests set before me. This utterly mechanical, follow-the-arrow-on-the-compass manner of interacting with the game is devoid of soul, and makes it difficult for me to love Skyrim.