A late review. Know the other side of Oblivion.
When I start playing this sort of game, I really try to take out the best of it by reading other players' opinions and some reviews made by pros or by gamers I consider experts. This way, I get a better idea of how should I start or, in this game in particular, how to create my character.
I spent quite a time deciding how my character looks like and what are his attributes. In the end, my Dark Elf looked great and had the exact characteristics I required for the gamestyle I pretended to use during my adventure. This was only the first part of a bunch of little stuff made this game my favorite among all the Xbox360 titles.
Then came the fear (or the prudence if you rather call it this way) to take some "important" decisions. Should I go directly to the main quest or should I make a little exploration of the big big big world of Oblivion to prepare my Dark Elf to the real battle? For what I read in other players' reviews, to make your character stronger was not necessarily the best option, but the common sense told me that I should slay some folks before doing anything else to get me familiarized with the game, and so I did. "Damn! I shouldn't be here!" I said to myself while I was furtively exploring a dark cavern hoping to find some worthy adversay but wishing not to find anybody at the same time. I really enjoy when a game makes me feel like this, because it makes you appreciate your character almost as your real body, and so it makes you fear for his integrity. In other words: a game that involves you at this level, it's a good game.
Another good moment of the game is when you realize that there is a complete world living everyday just as you do. "What the hell are you talking about" you would say. I mean, when you see that the sun comes out at certain time of the day and when you see that the day gets darker little by little in the evening. And what about the night full of stars?
You know your're not alone in Oblivion when you find out that a countryman comes out of his house at 8:00am to harvest his field, takes his lunch break and returns to his home in the evening after a day of hard work, while his wife goes to the church.
There is no action without consequences in Oblivion. Everything you do, from jumping to murdering someone, has a repercussion in one way or another.
My advice for you is to take the game as seriously as possible. With this I don't want you to stop having fun with it, on the contrary, I can assure you that the more serious you take your life in Oblivion, the more fun you'll get. Think of it as a real life and you'll get your reward.
Oblivion has all those things the people have said before: great graphics, excelent gameplay, wonderful stroryline, and more. But most of it, Oblivion has a lot of little details that makes you live the game so deep that you may think of it as your second lifeline.