I played a little of all three. Morrowind is probably the only one of the three I would have wanted to keep playing- the art style is much more interesting than Oblivion or Skyrim’s LOTR feel. But the game’s not as far along, game mechanics wise, as the later two games, and has less voice acting so it’s arguably less immersive.
Overall, I just never got into The Elder Scrolls. Pure fantasy RPGs generally aren’t for me as is, I generally like something more contemporary, or at least some Steampunk. The stories also aren’t as strong, they don’t have a lot of pull because they can’t have much urgency by design- after all, you have this world you built and stuffed hundreds of hours of other content into, so you might as well let the player explore it, right?
I also never liked the melee combat. Even with Skyrim’s greater focus on making it look realistic, it still doesn’t have the same feel as something like the original Condemned. Heck, a lot of the game mechanics I take issue with- there’s a ton of stuff in your character you have to set up right at the start, so that means a lot of information on building your character is frontloaded as fuck (Particularly in Morrowind- you more or less have to do character setup right off the bat without a chance to try out any mechanic at all).
Fallout 3 did a much better job of spacing out your build stats so you had at least a bit of time to figure out how everything worked (as well as being highly immersive, showing your character’s life in Vault 101). Whereas in Oblivion, you have to pick a ton of stats quite quickly. There’s an attempt to space things out so you can try out different combat styles during the Emperor’s escape, but it doesn’t feel as in-depth as Fallout 3.