A break from tradition in regards to the Dark Brotherhood. Dark Brotherhood Spoiler They did this in Oblivion and now Skyrim and it needs to stop.
And similar to what someone else has mentioned. I don't want to become Guild Master of everything. It acts as a spoiler by Bethesda themselves by doing this in every game. You meet a Guild Master and instantly think "Oh, does he die? Is he a traitor?". In Oblivion I always stopped completing quests once I became a Silencer for the DB... because I thought it was the coolest thing ever.
More flavour dialogue choices. I dislike playing some evil character and then being forced to choose the "Oh, no! I care so much!" dialogue response during a conversation. It doesn't even need to do anything different... just flavour like the Dark Brotherhood options.
Less clunky combat and magic. They need to look at mods such as Smart Cast and so on. At least in Oblivion you could still use spells when wielding weapons. Staffs need their usefulness dramatically increased.
This ties in with longer spell durations. The custom spells in Oblivion almost allowed us to fix this but the default duration scale was too restrictive without mods. It's not enjoyable to cast the same buff spells every 60 seconds. Other games such as the Witcher series do this right. You can use potions and sword oils and they will usually last 10+ minutes. This is one of the reason I installed Smart Cast.
Magic in general needs to be more potent. I've never managed to be a pure mage since the Magicka system is so restrictive. I can always out-damage a pure mage character of mine by just swinging a sword around while having one of the elemental cloaks active. Custom spell in Oblivion were fun. They all looked the same, but you could be really creative with all the spell effects
This one is difficult but some kind of revolutionary way to make other NPCs fill roles of dead ones. Also, some way to generate generic 'named' NPCs with some random name pool. Once all members of a household are dead then the home should be reclaimed by another family which should be very generic version of whatever the previous family did. Because if you decide to butcher all the blacksmiths in the city, then that's it... no more blacksmiths. I can't truly play as a Dark Brotherhood murderer/evil character because if I do, then the cities turn into ghost towns. I could empty an entire town trying level up the Ebony Blade.