Kotaku: Why do you do what you do in Skyrim?
Here's the idea of an open-world game: you do what you want. Skyrim is certainly an open-world game, no argument about that. Can you do what you want? Well, within the obvious constraints of the game, you can indeed do whatever you feel like doing. Want to ignore the Greybeards and explore every cave to the west of Whiterun? Do it, and I won't tell you you're doing it wrong. Want to follow the main quest as directly as possible, only diverging when you need to upgrade your skills? I couldn't tell you why that would be bad.