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While we are on the subject of weaponry, like most other things in your inventory, weapons are customisable. You can repair them with a repair hammer and your repair skill, or enchant them with certain combinations of spells to give you further options. Be aware that your favourite weapon of choice will become less effective as you use it and enchantments will wear off so keep an eye on this and make sure you repair when possible.
After the initial tutorial you emerge out of the cave to your first, eye watering glimpse of the wider world. From now on, you are on your own! It is here that it dawns on you you can do what you like, whenever you like! Start the main mission, your first instructions for which were given to you by the Emperor. Either that or you can head straight to one of the towns, such as the immense and huge Imperial city, complete with market place sellers, taverns, hotels, churches and a bustling busy population. Its almost too much choice to begin with, as you find it difficult to penetrate the depths of the game. But decide your initial moves, and after a couple of hours you will find yourself immersed. New adventures just seem to creep up on you, without you really doing or initiating anything. This is the beauty of the game, nothing feels forced on you things just happen. This gives the game a lovely organic feel and makes it more believable. For example, heading off on the long journey to Cheydinhal, I decided to go by horseback and enjoy the beautiful sunlit day. Half way there I found myself riding through a small village with some fields, and a rake seemingly raking the ground all by itself. Curiously I jumped off my horse, and wandered over to the field, only to find this wasnt some kind of magic rake, but its Orc owner and all of his town had had an invisibility spell cast upon them which they couldnt remove. After a quick chat with the local Inn owner, I had a new, rather unplanned adventure to follow in Cyrodiil things just happen like this. Admittedly, I could have just walked off and left the whole town in its invisible state, or come back to help them another day if I had more pressing issues to undertake. Its the same with Oblivion gates. After the initial foray with the Emperor you learn that gates to Oblivion are opening throughout Cyrodiil and various nasties are pouring through to take the place for themselves. It is extremely common to be on your way to or from somewhere with other things on your mind and just stumble across one. Your tireless task is then laid out before you. Enter the gate and retrieve the Sigil Stone and the gate will close something easier said than done. This certainly gives a darker side to the game comparing it with the beauty of the outside world, however I do have to admit that closing the gates can get a little repetitive and tiresome after you have done your first four or five.If all of this doesnt occupy you then you can also join the various guilds situated in the various towns, including the Mages Guild, Fighters Guild, Thiefs Guild, and the Dark brotherhood (or assassins guild) this will give you various benefits such as access to new spells, armour weapons etc, and a whole new set of side missions that you undertake for money or other rewards. Obviously each guild is better suited to different classes and missions will be easier if you have a higher ability in skills of that guild.
Levelling up is also a lot more natural in Oblivion. You get better at skills just by doing them. So to improve your accuracy with a bow and arrow just keep using it. Initially your skill level will increase quickly, but as you progress through the levels it takes longer. You can also increase you skill by paying trainers in any of the major cities to train you in certain things. So you can get someone to teach you about heavy armour, thus increasing your heavy armour skill. Finally, when it is time to level up, you need to find somewhere to settle down for the night, and after having a good bit of kip (something you wont get in the real world while playing this game, so make the most of it!). When you wake up you will be presented with the traditional screen displaying all your skills and you can spend you skill points according to what skills you would like to increase. The whole skill system is just as deep as any other RPG (if not deeper) but seems far more accessible and attached to your actions in the game world, rather than just arbitrary way of character progression.