1. More balanced crafting. It seems that making different items brings the same amount of experience in certain skill. This isn't very logical. Making a more complex item should advance the skill more. Also, for some reason making high quality metal stocks doesn't affect further making higher quality items from them (I'm not sure if it's intended or just was never implemented).
2. More implemented crafts in general.
3. Mental stats should affect the rate of learning skills (theory and practice).
4. Serious alchemy? May be I just didn't get to it, but i didn't see any alchemical labs for brewing potions and other experiments. (It would be nice to introduce more chemicals and minerals, except metals and coal. These can be used for alchemy. Sulphur, lime or whatever else).
5. Improved combat animations (more detailed). For example, currently using a bow, arrows are always held upwards (doesn't look nice).