Cyrodiil is huge, and Oblivion drops you right in the middle of it. The world is practically begging to be explored, so much so that many players put off completing the main quest entirely, instead opting to go adventuring and complete side quests.
However, if you're one of these people, there is one situation in which you absolutely should focus on the main story: when you're escorting Martin and Jauffre to Cloud Ruler Temple near Bruma. This makes both of them temporary companions, following you everywhere unless you tell them to stay put. They're also tagged as essential, so they can't die, prompting many to bring the pair along to help them in fights.
By Azura, by Azura, by Azura - it should have been me.
One Oblivion Remastered player did just this, but it proved to be a fatal mistake. According to Reddit user Different-Ticket2974, they're now locked out of beating the main story because they got Martin and Jauffre removed from the game entirely.
"I completed the main quest line up until the point you need to take Martin and Jauffre to Cloud Ruler Temple," says Different-Ticket2974. "I then decided I wanted to run through the...