I’ll start :)
I still clearly remember one particular incident. It was my first playthrough, where I didn’t know what to do at all, and I’ve been pretty battered down. I arrived in Pelagiad while the sun was settling behind the horizon, really exhausted and close to getting killed. But just the feeling of finally going around the corner and seeing the tavern, knowing I’ll be safe there, was an amazing feeling of relier. I’ll hold it with me forever, and I don’t think any other game managed to implement it in such a way.
What are your memories?
My nicest memory is largely outside the game - taking breaks from assignments in college to play through Morrowind for the first time with my partner at the time watching me do the main quest and asking me questions about it. I was about to beat Dagoth Ur for the first time but my save got corrupted unfortunately. I’ve not actually beaten the main quest since though; I might get around to it at some point soon.