*KEEP IN MIND* that I have not played the game yet, so some of these things may or may not already be in the game in some way!!!
1) Werewolves. Morrowind's Bloodmoon expansion was all about Nords, so this seems like a no-brainer. Maybe spice it up a bit, giving the option also of a Werebear or, God-willing, Weredragon?
2) "Mournhold"-like city. Skyrim looks amazing, and I'm a huge fan of Vikings! However, maybe a DLC featuring a distant, more... "civilized" city, in which Magic and Stealth thrive over Combat, would be a nice change of pace for DLC? Plus, who didn't love the Tribunal Royal Guard Armor?
3) A Two-handed Scythe, be it as a Melee-weapon or a Magical Staff. Scythes are awesome. 'Nuff said.
4) A means of leveling-up Unique-Items that you acquired at low levels. Maybe an Anvil or something?
5) A new playable race. Even if it's not considered directly canon (yet?), it might be fun to include another race to adventure in Skyrim with. Whether it be an existing race, such as a surviving Ayleid or Dremora, or a whole new race, like a "Night Elf" of "Moon Elf" as per some player-mods I remember for Morrowind, pretty much anything would be a cool addition. In terms of characters referencing your race, simply have them treat you as another race (ie. maybe Ayleid would be referred to as a High Elf).
6) Frostmourne. Okay, not Frostmourne, but I very much like the thought of a cursed sword-in-the-stone vibe. Maybe you could use the above-mentioned Scythe, found plunged in the skull of a great dragon?