1. Let me get this off my chest right off the bat: Thalmor should NOT be the main antagonist, especially not in Elsweyr (since the Khajiit teamed up with the Aldmeri Dominion in the Three Banners War and they feel like they owe the Dominion for returning the moons after the Void Nights)! Instead, they could be a joinable faction or even required for the main quest, just like joining the Blades is kind of required in TES V.
2. More elaborate gear slots - bring back the gear slots from Morrowind: be able to wear clothing underneath your armor as well as separate slots for feet, legs, waist, chest, shoulders, hands and head. Combine this with two rings and a necklace and you’ve got a lot of versatility options, both in terms of enchantments and looks.
While we’re looking into the matter of equipment:
3. Bring back a variety in skills like short blade, long blade, blunt, hand-to-hand and unarmored. Some skills could be supplemented with guild perks (e.g. hand-to-hand could be improved when joining Whispering Fang) as well as variety in weapons and armor (throwing knives and spears as alternative ranged weapons, medium armor comfortably lodged between light and heavy armor). Perhaps even some kind of explosive draughts crafted through alchemy?
4. Racial skills and equipment: some spells/powers could come naturally for some races, and there could be race-specific armor and weapons. Maybe some racial skills could come after a certain character level or after completing race-specific quests.
5. Improved combat: dodge, parry, counter, kick while wielding a weapon, swipe enemies off their feet with a bow, ...
6. Interactive terrain: climbing walls and trees, sliding on ice, moving slower in deep snow, rain will make the player wet, dust will cling to the player’s clothes, ...
7. Racially or regionally specific werebeast forms next to the ‘standard’ lycanthrope (werewolf).
8. Racially or regionally specific mounts (Wamasu for Argonia, Senche for Elsweyr, camel for Hammerfell, …)
9. A thousandfold YES to digitrade Khajiit and Argonians. Especially if they would have racial skills like higher speed and unarmed damage (for Khajiit) and faster swimming, waterbreathing and armored scales (for Argonians) which would usually take up at least one slot.
10. Not being limited to skill-based XP gain, but extend it to kills and quests. In TES V you could spam the Muffle spell to increase your Illusion level or you could sneak against the wall near the very first bear (in the cave during the escape from Helgen) so you could have two skills at 100 before even starting your third quest. There didn’t seem to be a reward for some quests other than a reward in gold or loot, which became obsolete after a while.
I do realize some of the items on my wishlist (such as siding with Thalmor or digitrade Argonians and Khajiit) are directly opposed to the views of others, but that's what a thread like this is about: sharing different views.
That being said: the next person whining about the Thalmor can haul their behind back to Skyrim where they belong, long live the Dominion!