My biggest issue so far ruined my suspension of disbelief (as dumb as it sounds) - trying to climb one of the smaller summits of the Throat because I went south instead of north to get around it I was told (paraphrased) "You cannot go this way".
I'm used to an invisible fence in the extremes of TES games (running east in Daggerfall towards Skyrim you hit one), but not in the middle of the map. Sad panda.