I hope we get a system where you take damage in blizzards, but depending on the kind of clothing you wear (like fur), you take less damage.
Although it won't happen because it was developed by the Fallout: New Vegas devs and not Bethesda, I hope modders make a mod like "hardcore" mode. I want to have to bring food and water before I go traveling so I don't stave or dehydrate. I want to have to sleep because my character needs to, not because I want to regain health or level up.
I also (and this is a very far stretch, but still, I can dream, right?) want an actual, functioning Dark Brotherhood system. For instance: You kill someone in front of a relative and run away. Nothing happens, right? WRONG! The surviving relative summons the Dark Brotherhood and orders them to kill you. So, your wandering around, minding your own business, you go to a tavern, buy some stuff and then leave. Well, when you do, you are back-stabbed and killed by an assassin! Therefore, the only way to survive after killing someone is to keep on your toes at all times! Admit it, it would be cool!