Whatever you do, do not play the original campaign of Neverwinter Nights 1. It is a waste of time. Stick to the expansion packs (Shadows of Undertide and Hordes of the Underdark) and the leading community made modules (like Hex Coda 01, Tales of Arterra, Mystery at Westgate, etc.). If you play the original campaign of NWN1, it might discourage you from exploring the truly excellent community made modules out there.
Not saying that NWN1's OC is the worst game ever made, far from it, just does not live up to the Bioware name. However, the expansion packs and the community made modules more than make up for it.
FWIW, I do not consider Oblivion a RPG. More like a shooter with stats and levels. I found little role playing there and there was a significant amount of grinding (oblivion gates), which is not fun in a single player game. Not saying that it is a bad game, just not my thing. However, Morrowind was a good action RPG. If you get rid of the damn cliff racers and apply a few mods.
If you are transitioning from FPShooters to RPGs, might I suggest you make the transition through Vampire the Masquerade: Bloodlines? It is a great FPS / RPG hybrid from the folks that made Fallout 1 and 2.