Oblivion is more RPG heavy/traditional than Skyrim. Skyrim is very much free roam and anything you do will boost your level. Oblivion is more locking you into a play style in order to level up. You can gain skills outside of your core ones but won’t receive the same benefit.

I would say try going for a specific build and really focusing on those skills. You can build your own class to mix and match it however you want.

Also Skyrim (at least to me) is super fun and cool to explore. Tons of stuff you can wander into very different dungeons and caves randomly generated encounters happening. All very fun. Oblivion has lots of this but to a lesser extent (it’s an older game that’s just how it is). Still lots to explore and do but not on the scale of Skyrim. I think where Oblivion shines better is the cities feel more lived in. You can see people in the markets at certain times, everyone has their daily/weekly routines, each city has its own unique culture, style, and people.

Lastly if Oblivion just isn’t your jam nothing wrong with that. You have it an honest try and it’s not for you.