In case I end up spoiling something -
Going along with what Takatu said, though Dragonborn doesn't have very many well detailed characters, and deaths aren't particularly striking. Even the final battle doesn't leave that much of a sense of accomplishment. Solstheim definitely needed to feel more... three dimensional, I guess. More emotional investment.
Step one is fixing the games biggest problem, which was expressed by one of my friends at school (one of the few fans of Oblivion I know who never played Morrowind) -
"In Oblivion, you go and help some kids save a farm from an army of goblins. In Skyrim, you get their family sword from Draugr. In Oblivion, you go into a portal to another dimension and fight an army of demons. In Skyrim, you enter a cave and kill Draugr. In Oblivion, you have to break into a mansion and burn down a tree. In Skyrim, you fight a Draugr. It's all nothing but Draugr."
Honestly, the biggest problem is how little variety their is in the things you fight. I really do miss the Morrowind set up where specific enemies were at specific points as NPCs, with no randoms (until Bloodmoon came out) and randomly appearing monsters of numerous sorts and types. Dwemer Centurions and Draugr get boring quickly, and the only thing keeping Dragons from being boring is being Dragons.
Heck, did they even need Dwemer Ruins on Solstheim? Where were those 200 years ago? Were they invisible? I've always gone with the 'you just didn't see them' policy, but at least the one on the east coast is pretty big. I mean, I would think you'd notice that one.
Overall, lack of interest in NPCS during the main quest and the fact I had to fight some robots is all that disappoints me. I can even live with the Draugr, since it makes some sense (though seeing Draugr more like the ones from Bloodmoon - feral and hunched over - would have been more interesting, especially if it was like in the actual Bloodmoon barrows where it's so dark that all you can see is the red light of their eyes). But if I needed to fix one thing in this, it would have been those Dwemer Ruins.
Stupid Dwemer. Do you know why they're extinct? Because the other races all got together and murdered them all for trying to take all the face time, and then wiped out any evidence. And that's the truth - elves and nords, living together, in harmony, killing dwarves that are elves.
-Toa Levacius Zehvor