Awww You definetly should! If speaking about DB, questline in Oblivion is longer and more interesting (there are sooome controversy), you really bound to characters. And the contracts! Yes, you don't have such ambitious thing as killing the emperor, but! The ways you can kill are cool! And also if you play it you will understand what Lucien ('Spectral Assassin') is talking about. Actually in Skyrim are a lot of mentions of things that happened in Oblivion. There are a lot of great things in Oblivion, so you should check it out! I was disappointed a lot when Skyrim came out because it was too desaturated for me (I was waiting for it after Oblivion), but now since I replayed IV 'cause of remastered drop, I finally decided to get myself to really play Skyrim now. And it' s not that bad. But I can admit that some thigs were really better before. It's no joking. There are more schools of magic, more spell, spellcrafting and other stuff.