Other games before Oblivion

So with the Oblivion release, I'm debating about trying the Elder Scrolls franchise again. I'd tried Oblivion but was like 13 and didn't fully understand it plus got turned into a vampire super early and hated that I'd be stuck as one for such a long quest.

Skyrim I wasn't a fan of getting pushed to Stealth Archer and also was getting killed repeatedly by enemies in a quest line. Could I have left and leveled up? Maybe but my understanding was the enemies scaled with you so it didn't matter.

But with the release and how popular Morrowind is, I'm wondering. Is there any reason to play the older games? Or can I just jump in with Oblivion snd be fine? Like I know there's decent time gaps but I also know the Prophecy of the Dragonborn refers to all the games. So is it fine to jump in with Oblivion or I should start Morrowind first? Or even Arena?