Handy map for Oblivion.

http://www.hpix.nl/omaps/oblivioncyrodiil0bq.jpg

At what kind of scale is the world of Oblivion?

Well, I'd say each of the cities on the map are about the size of Ogrimmar or Undercity in WoW.  One night I ran on foot from Chorrol to Burma, took about ten minutes, and I took a direct path (didn't follow the windy road).  Thing is, there's not a lot of "wasted" space in the game.  You know how you can run and run and run in the Barrens and not really encounter anything noteworthy.  As you can see by the map, there's tons of stuff crammed all over the place in this game, but yet it doesn't feel crowded.

The cities tend to have lots of missions for which you don't even venture outside their walls, so that's pretty cool.  Shabadu has stated he really likes that you can advance without fighting.  He said he went up the first few levels rarely lifting his sword.

However, it's not all awesome.  We've both had quests that were really disappointing and frustrating because they didn't make much sense, and couldn't figure out "what next?".  Sometimes you just have to stumble upon the answer.

Quoted from Diddly

However, it's not all awesome.  We've both had quests that were really disappointing and frustrating because they didn't make much sense, and couldn't figure out "what next?".  Sometimes you just have to stumble upon the answer.

So they've made it as true to life as possible.