One thing I'd really like to see in Skyrim and other cRPG is advanced system of clothing. For example, when you're high in the mountains, its cold as fuck, you cant be running around in your light metal armor because you'll freeze to death. You'd need to have furs ontop of your normal armor just not to die of cold. Same as for hot places, going in there dressed up like a yeti would cause you to lose stamina much faster and become tired.
I dont get why in so few cRPGs theres a system which allows to have more than one thing chest-slot equipped. This really breaks immersion, at least for me.
Other things like having to eat and drink were previously mentioned, I believe there was a mod for Oblivion which inplemented that, might be it will be remade for Skyrim aswell.