The one thing Oblvion manages to do better than anything else is promote the idea of free reign. Once free from the tutorial dungeon, the game even tells you to just go out and explore the world at hand. The game world is absolutely massive - if you see mountains covered in snow WAY off in the distance, you can go there. No joke. The environments are all loaded in real time and the system caches a lot of information as well so as to keep the flow of the real-world environment consistent. You can ride horses, buy property, earn money, get a job, join gangs - anything! There's so much to do in the the Oblivion world, and thanks to a long and storied history beginning with the first Elder Scrolls game, there're ruins and books and talk of history that is immediately married to the game at hand. This creates a rich and vibrant world you'll want to be a part of, and thanks to the dynamic AI of NPCs, you'll find yourself talking to people at every conceivable point.