For me it is kind of a mixture of the amount of quests and the ability to free roam. Some of my favorite games are those that allow free-roam, sandbox games. Skyrim takes it a step further because i have a huge map to travel on and if i want i can just go hunt and then, oh heres a dungeon, lets go in, or lets not i need to get more potions.
Multiple choices and then a multitude of quests to get me going in the right direction if i want or to give me something to do when i cant decide.