If you want to play a game without modern fast travel and don't mind reading quests and their objectives to keep track , then Morrowind is good for you. If you'd rather quests auto update and mark where they are, Oblivion. But i'd say get both. Oblivion has a great story and atmosphere, and Morrowind i heard is really good also. There's a mod called Morrblivion that adds Morrowind and a few quests to Oblivion also if you would rather explore Morrowind in Oblivions engine.