I don't know about Oblivion, because I've never played that game, but we do have Skyrim, and it is a really cool game. You have a multitude of races to choose to play as, the world is HUGE, and you can put literally hundreds of hours worth of play time into the game. There are factions you can choose to side with, a main quest and countless side quests, and you can even make your own weapons and potions. And all that is just the TIP of the iceberg! If you want the most bang for your buck, Skyrim is definitely one of the few games out there that's really worth $50 or $60.
I love Skyrim, but I don't know about starting off with Oblivion first. They are two separate games. If you're not sure you'll like the game and don't want to spend $60 on it - and I don't blame you there - try borrowing it from a friend, or renting it through a game rental site, or try to find it used.