If gameplay changes and improvements are your thing you should definitively begin by learning scripting. Scripting is perhaps the most difficult part of modding oblivion, but its also the most powerful tool, all the cool mods out there that do more than simply add a new armor, a weapon or a house use scripting to some degree. Scripting is basically programming, not dissimilar to what real programmers do, so having some knowledge of other programming language really helps. If you are interested in scripting i recommend the CS wiki to figure out the basics and experimentation on your own to learn the rest. Learning scripting for oblivion has the advantage that even if the devs ditch OblivionScript (the language in which scripts for oblivion are written) the basic principles of programming are the same for all programming languages and should apply to anything they implement in skyrim. And even if you later dont mod for skyrim you would have gained an insight into how programming is actually done, and could perhaps learn other programming languages that may be useful to you in real life (I recomend Visual Basic for beginners because its easy to grasp and you can do some cool and useful stuff in any office application like excel or access).