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.
"You lack the requisite spine and testicular fortitude to study under me"
"You do not know the first note of the music that moves me."