I was going to make a new thread dedicated to the attention to detail in Skyrim, but I'll just post my thoughts here. Here's a few cool things I've noticed:
Marcurio, my mage companion from Riften, talks alot during our adventures. Especially in Dwemer ruins. I was surprised at the handful of various things he had to say about the ruins. He said about 5 or 6 different things. As we walked into a cave-like area where it was obvious bandits had been living, he even commented that the warmth of the area must come from the steam vents in the ruin. Wow.
I like how my summoned Dremora talks and says things like, "I honor my lord by killing you!!!". It's just a nice little touch. I was however hoping that we'd be able to interact with the summoned creatures, especially the humanoid creatures, in some way. Especially after reading "A Tragedy in Black", which talks about how Dremoras can be sneaky and offer gifts to the person who summoned them (in this case a young boy who didn't know any better), and when you accept the gift, it breaks the pact of the summon and the Dremora is free to do what he wants, including killing you. I was half expecting my first summoned Dremora to attempt to pull this stunt with me, and was a little disappointed when he didn't.
I love how the NPCs are constantly coming up with new things to say to me, even 60+ hours into the game. Just recently a guard commented on the Orcish armor I was wearing. "Ah, Orcish armor. Had me a set of that once. Ugly and strong, like the ones who forged it.". I just thought that was cool. I like how they sometimes comment on my race "What are you up to Argonian?", and they also comment on things I've done in the game, like certain quests I've completed. They are always marking new places on my map too, and they give me a little hint about what to expect to find there. Awesome.
The attention to detail in this game is great. All these little things add to the atmosphere and believability of the world a whole lot.