[The Z]

The Elder Scrolls, specifically Morrowind (since that's the only one I really know about), is an extremely open-ended fantasy RPG. There is no direction for you to go in, most of the areas are free to be explored and most of the game has little to do with the main plot. However, it lacks the NPC interaction of KotOR and other RPG's, the plot is fairly thin, and the lack of linearity at times can kill the game (people get bored of wandering around, especially when nothing can challenge them). That's just my opinion.

Regarding the first two in the series, I don't know anything about them. GameBanshee has coverage of Morrowind and the upcoming fourth incarnation of The Elder Scrolls, Oblivion if you want more info.