In Oblivion, you are an assistant to the hero prophesied by the stars and the dream of a king, and go on to greatness as foretold. In Skyrim, you are a natural hero born with dragon blood and the innate ability to speak the language of dragons, and go on to greatness as foretold. In each game, along the way, you are seen as the savior of many guilds, groups, and towns, even if they are in conflict with each other in some way.
In Morrowind, you are placed in Vvardenfell by order of the Emperor because you match a supposed prophecy. With the Daedric prince Azura's assistance to enact her revenge, you're thrown into the position of fulfilling said prophecy under guidance from the Blades, and by going to the hard work of convincing everyone you really are the prophesied one. You don't know if you really fit the bill, but you'll be damned if everyone else won't believe it.
You climb your way up the ladder of each guild or ruling house you join, fighting your way to the top each time. It's a long, hard road through many cracked and broken pathways, but you clamber up the pile of corpses you made with One-Clan-Under-Moon-And-Star wrapped around your finger, and an ancient Dwemer hammer in your hand. You reap what you sow.
This is a sign of how different this game is from its successors and predecessors. A story which questions deification, worship, and prophecy; a world wracked by cataclysmic blight storms and the threat of a mortal-turned-insane-god; gameplay that greatly encourages a close eye to character building and leveling; and a plot which culminates in the death of gods and the destruction of that which deifies mortals. This is why Morrowind is so much different than its peers.
Is the gameplay to everyone's liking? Of course not. Those unexperienced with character building, and those without the patience to take in the world around you, won't find much to enjoy in this game. That's the key word. Patience. It's encouraged, and rewarded in spades. Don't play this game if you started at Oblivion or Skyrim. There's very little chance that you'll find this an enjoyable experience.
For those with the open mind and the patience, this is an incredibly worthy experience that will suck you in and never let you go. Play this only if you know how to manipulate chance and skill to your favor, and how to make your way through a harsh, unforgiving, and challenging world.