that's true, I only did that the first time I played Morrowind, but still, it means the skill system is bad. Even the tips said stuff like "Swimming is better for athletics than running" and stuff like that. You can have a better time by ignoring it as much as possible, and it doesn't kill the game (though it does make it harder), but ignoring parts of a game means that part isn't good. Why descend a mountain if you can just jump off it and level your acrobatics skill? You don't have to grind in MMO's you know.
