Specifically, what you do in Oblivion matters. If you just saved a town or someone from impending doom, they greet you as a hero and love you. If you get sick or are about to die, they ask about that too. You can do things for selfish reasons, or be a hero and help the cause of good. In the end, the overall story is your "Fight evil through the power and fortitude of Good" tale that was satisfying for the most part. The questing system in Oblivion is a bit of an upgrade from Morrowind - If you're given a quest in Oblivion, you clearly get your objectives spelled out for you - making the game very clear for first time RPG'ers on a console (or for people who hate reading everything in order to figure out what to do!). All quests you agree to take on are listed in the game system menu, and depending on your personal choice, you set the one that's active. Once active, your objectives are loaded into your mini-map and you quest from there.