The main quest starts immediately in Oblivion. You escape with the emperor and he's killed and tells you to go take the amulet to martin, yadda yadda. The main quest also starts immediately in Skyrim unless you use an alternate start mod or a heavy dose of console commands. But in Oblivion you could go to Jaffre(spelling) deliever the amelut and get the quest to get Martin and then go off adventuring without the the gates openning up. i know that for a fact cause i have doneit several times. i was wondering if skryrim was the same