I you're talking about missing the story in Oblivion if you get Skyrim, then you have nothing to worry about, you don't need the Oblivion history to play Skyrim, plus you can learn about Oblivion in Skyrim. If you're talking about which to get because of the gameplay, then your insane. Get Skyrim.
I won't begin to try to explain why, or to sum up the games.