Right off the bat, I want to say that I still really enjoyed the game overall. I sank hours and hours into it, and went through multiple times with different character builds. Just keep that in mind as I spend the next few paragraphs bitching about it.
One of the main complaints I had about Oblivion were the leveled drops. In Morrowind you could risk entering a cave with some higher level monsters in it and find some really nice loot right from the start. Everything existed in the world already, and with the exception of certain enemies, nothing really scaled to your level. You want that full set of Daedric Armor? Have fun fighting the three Golden Saints guarding it. It also rewarded innovation, since you could use whatever means necessary to get past an obstacle far beyond your level.
The common example I always use to show how broken Oblivion was are the Highwaymen. Early on in the game, as you're walking down a footpath, a highwayman in ragged leather armor accosts you, giving you the option of paying him 200 gold, or forfeiting your life. Fast-forward 20 levels or so of character development, and as you're walking down the same path, another criminal pops out to challenge you for the right to walk in the sunshine unmolested. He hits you up for 200 gold, ignoring the fact that he's wearing Glass Armor, some of the most valuable protection in the game, all because the game leveled his equipment to match your level.
Now I could be wrong, maybe he's been saving all the gold he shakes people down for and has finally been able to afford that Glass Cuirass, (say that three times fast,) he's always wanted, but to me it seems to break the whole universe I'm supposed to be immersed in. I'm not saying I want a high-level bandit asking me for 20,000 gold, I would rather he stay in the bushes when he sees my level 20 swordsman riding down his path with a giant claymore strapped across his back.
There was no real incentive to explore in Oblivion, since you knew any loot you got from clearing out a goblin cave would only be something you could find normally. They did put a "boss" type character in some dungeons, but they still only carried the weakest of magical items. I understand you don't want to hand your players the ultimate weapon right when they start the game, but make it that risk-reward dynamic, and let me wander into places I shouldn't be.
The main quest takes you the dimensional plane of, you guessed it, Oblivion. Gates to the Elder Scrolls' version of hell have been opening around Cyrodiil, the Imperial Province, and you have to go through them to close them. I won't go into the plot of the game too much, I was mainly bringing up the Oblivion segments as another example of leveling. If you tackle the main storyling right away hell-gates and all, you'll have an easier time than if you wait until you're more powerful. I think it's more a problem with the enemy level scaling than anything though. The higher levels are exponentially more dangerous than their lower level counterparts, which doesn't sync up with your level progression.
Which brings me to another frustration, let's say you run into a wolf in the wilderness at level 1. You fight hard, but manage to bring down the beast and survive. Come back 5 levels later and you think, "I'm going to punch that wolf right in its fuzzy face with my +3 gloves of wolf-punching". But now, instead of a wolf, you see a larger, more dangerous troll running at you. Not having any hand wear of troll-related damage, you flee with your proverbial tail between your legs, (unless you're a Khajit or Argonian, in which case the tail isn't proverbial at all).
I understand that the developers want to give you a challenging experience all the way through, but I like the feeling of going back to an earlier area and having an easy time of it. That's the whole point of leveling up isn't it? In Morrowind, a rat is always a rat, but there are worse things running around other areas. In Oblivion, a wolf is only a wolf until you hit a certain level trigger, then it will never be a wolf again.
I could go on and talk about the voice acting and character discrepancies, but that's been covered before by better writers than I. Besides, I wanted to focus on the things that bothered me the most, and that's what I did.
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