I actually found Morrowind less fun than Oblivion.
The lack of fast travel, the extremely slow run speed and how it drains energy to run, pretty bad magic system, I don't like the hit or miss dice roll style of combat, etc.
TES is one of my favorite series of games and Morrowind is pretty great, don't get me wrong, but I like Oblivion better because of all the improvements to combat/travel, and stuff like voice acting and all that which just bumped it up from Morrowind.
“Anna, my strong, terrifying Anna.” -Cas
"You lack the requisite spine and testicular fortitude to study under me" -Elodin