Well as I was exploring around Whiterun, I fell in between 3 rocks and can not get out. Is there a /unstuck feature or do I need to load up a saved game. Please let it be the first and not the second since I have not saved the game in awhile and my last auto save was a ways back also.

You could fast travel to get out of it?

That should work.

But, that said, I will post a general rule of thumb when playing any Bethesda game:

Save, and save often.
Do not rely on auto-saves.
If you think you are saving too often, you clearly need to save again.