i never played morrow wind properly (was too young to understand what the **** was going on) and never struggled with oblivion. there may have been a few books which mentioned the events of morrowind but that was it that i was aware of. nothing story wise in oblivion related to morrowind at all. skyrim i imagine will be the same in that there is nothing to do with oblivion in skyrim but maybe one person will say "hey do you remember those oblivion gates that opened in another part of the world 400 yeas ago?" etc
if you haven't play oblivion i don't see why you don't now as it's a great game with so many mods to make it look even better.
Ok thanks, i might take a look at oblivion then