I have had some great moments in this game. Most of the following is very spoilerish, so be warned.
Just last night, I finally got to a point where I felt like I had completed all the side quests I wanted to around Whiterun, and figured it was time to go talk to the Greybeards and advance the story a bit. I needed to sell stuff, so I popped into the bar to find the local drunk, so I can give him 1 gold and get a temp +10 to my speechcraft and get a slight bump in prices. There at the bar was somebody I hadn't seen before, so I talked to him.
I'll skip what happens next, but the conversation ends with me waking up in a temple in a completely different city (forgot the name - Mar-something?), and the local priest pissed off at me because I've trashed the place.
Ok, I thought, I'll get my bearings and figure out what happened and where I am. It's dark when I leave the temple, so I figure I'll find an inn and explore by day. When I find the inn, somebody outside the door starts a fight, and the guards take him down. I talk to people, and they mention that he was from the Foresworn, whatever that is. One guy stops me and expresses dismay that anybody could do such a thing, but then he also slips me a note. Meet me in the Temple of Talos, it says.
Ok, so I stay at the inn, get some local rumors from the barkeep, and then head over to the temple. On the way there, I pass a house where one guy is asking some guy about who lives there, how long the place has been abandoned, etc. This was one of the rumors the barkeep told me about, that a seer or somesuch was investigating a local abandoned house. The guy tells me he's investigating Deadra-worshipping activities, and wants to check out the house. So I offer to help, and follow him inside.
We eventually get to a locked door, and when I try to open it, the guy freaks out about a very powerful Deadra and runs off. Then a deep, disembodied voice says to me, "He is weak. You are strong. Kill the weak. Kill him." (or something like that, you get the point).
Haha, nice. Ok, I'll play. So I kill the guy as he's waiting for me by the exit (my character is definitely no saint). I get a nice, spooky congratulations from the voice, and it beckons me further for my reward. The door's open now, and I eventually make my way to the basement where I find a Daedra altar plus a bit more that I won't give away. I click on the altar, which causes me to kneel, and suddenly iron grates come up around me and trap me in a cage. I get a nice little pep talk from the Daedra about how rewards aren't so easy to come by, but I will be well rewarded if I can help him accomplish his goals (which again, I won't give away).
After getting the quest to help this Daedra, I reached the point where I had to quit for the night. The point of explaining all this is that just as I was feeling all comfortable and the master of my domain in Whiterun with my fully furnished house, the game threw me an awesome curveball that totally engrossed me, and I'm now in a completely new place with some veeeerry interesting prospects for advancing my character. And it all happened so naturally, so organically…
And I still need to meet that guy at the temple. This game is overwhelming me, and I love it…