I've played a bit of all 5 so I'll give you a brief summary of my opinions.
1. I've only played about an hour at best, it's a free download so it may be worth checking out. Really, it's an old CRPG which is rather dated. It's hard as Hell but has a nice open map.
2. I've played even less than 1, it's more or less the same (Opinion Wise). It may be worth checking out over Arena, but considering they are both free, it's really up to you.
3. I've put in a few hours of Morrowind, so far, it's really good, and I heard it gets a lot better. Combat wise, it uses an old system where the games rolls an invisible dice over whether you hit or not. For that reason, the game starts off rather tedious. I'm sure a few more hours in, and the game will start picking itself up. I recommend that.
4. Oblivion gets a lot of hate, and I can see why. Personally, I find it at least half decent. It's nowhere near as good as 3 and it has some truly awful design choices about it. But I can at least applaud Bethesda was experimenting a bit. I say if you enjoyed Morrowind, you may have a good time with it. But it's up to you if you want to check it out really.
5. Skyrim is the only one I've completed, I found the game to be kind of boring and tedious. It's a real shame because the game looks nice and there is a lot of decent things to do. I enjoyed reading up on the lore and I liked some parts of the game (like that party part). But otherwise, the game is just a step down from Oblivion, every quest is the same, every location is the same, every npc is the same. It's okay to waste a few hours on, but I couldn't recommend it to anyone who likes RPGs.
Personally, I say stick with Morrowind and at a stretch Oblivion.