Will our actions and decisions in the course of the game have true consequences in the game world? Can you give an example?

This question hinges on how you define “true” in the context of that sentence. Certainly resolving the main quest is a major world-changing event that produces obvious differences as you walk around the world. There are several quests where you’re offered a moral choice. For instance, whether to trust a guard’s version of a story vs. a citizen calling the guard corrupt. Past actions may also come back to haunt you. There’s a point in the main quest where you’re tasked with marshalling armies from each of the counts of Cyrodiil to help in a particular battle. If you’ve made them angry through other quests, they may disagree to provide aid.

Can we "roleplay through dialogue" this time?
Meaning, are there different dialogue options that may fit different character types? Some sort of "dialogue tree"?

There are many more places with dialog choices than there were in Morrowind. For standard dialog with characters we still like the topic lists, though we make sure they don’t get anywhere near as long as they did in Morrowind.