Skill-based RPG
So if you could use a skill on a dummy and find a place to give you a hit when you want, you could max your character without exiting the training room ever (this doesn't exist in the basic game as far as I can tell).
Some peoples love the "increase of what you train" mentality, other find it a chore and unecessarily bound to realism rather then fun. Raising 10 skills linked to your character means a level rise, and upon gaining a level, you get to improve 3 stats from 1 to 5 points, based on all skills increase since last level...so if you would increase every skill unrelated to your character by 5 points at every level and 1 point for each of the related skill, you would most likely have a choice of increase of 5 points in every stats, having only 3 to pick. Most peoples will only raise the unrelated skills linked to the stats they want an improvement.
The world is big, and you are totally free. Not quite lost because of the journal, but kinda lost nonetheless. Oblivion is a game you should play without taking too many breaks in between, cause if you take too many break, catching up to the stories will be hard. Thereby, Oblivion is a game which you may want to complete in a week or 2 (or more if your casual), but most importantly, you shouldn't play other games at the same time...so you can focus and understand what is going on. Skill-based developpment is ideal for soloing players, in multiplayers it would lack to have everyone be everything, but for solo, it is solid and good.
Xbox360 version is vastly superior to PC version due to the extensive playtesting done under these particuliar settings...unless you are into the mods and other such options of the PC. This game alone is justifying having a 360 in your house...adding other games would also be great, but even without any other, you would still be happy of owning the 360...Oblivion is just that good.