What's amazing about these open world games is the freedom I have as a player. If I don't want to follow the main story line for a while, and just explore, I can do that, and the game won't break.
On the other hand I don't particularly like the feeling of having made a significant, bad choice in the game, among the lines of Yeah, that dialog option you selected hours ago? This amazing quest line is now off limits.
If I recall correctly, in Morrowind, I had to progress through a few different guilds' quests in the right order, otherwise it'd have stopped my progress in a few guilds.
As a Skyrim example, it doesn't appear that the very first choice made in Helgen at the very beginning has much significance. If someone told me It's not that significant, you still get to choose sides (or, rather not told me "This is important"), that'd help.
Another example: Based on a question I read here, I should probably make sure that I don't throw away any of the dragon priest masks and need to make sure to collect one during a specific quest. This would be relevant for this topic if I could easily miss it otherwise while doing that question.
This includes accidental problems possibly caused by bugs: It appears it's easily possible to lose the option to buy one or more of the houses due to bugs, and one needs to be careful about the order of playing through some quests.
It doesn't matter too much which of the love triangle guys in Riverwood I support: That's not nearly significant enough.
Are there non-obvious, hidden decision points in the quests and story lines? When playing in a certain area, doing a certain quest, what do I need to make sure to do or not do, to not accidentally prevent me from getting or achieving something significant?
I still want to explore on my own, but want to be aware of which choices are important.
This is somewhat related to that question.