If you like open RPGs with lots to do, then there's nothing better than Morrowind, the third Elder Scrolls game. If you thought Skyrim had a lot to do, it's nothing compared to Morrowind, especially once you start modding it.
If you do get Morrowind, you should be warned that it is not for everyone, and it is very difficult to get into. You need to know to expect to find lots of things that you aren't strong enough to face yet (even in seemingly low-level areas), and there will be a limited number of skills you are able to use effectively. Basically, throw out all of your preconceptions of what you should and shouldn't be able to do, and you will probably enjoy it a lot more.
Also, I would highly recommend downloading the Morrowind Overhaul, sounds and graphics 3.0. The main reason I recommend it is not for the excellent graphics additions (although they are really nice), but for the unofficial patches, stability tweaks, and ini edits that come with it in an easy-to install package.