I'll compare them if you're all too chicken!

Both games focus heavily on exploration on player freedom in fantasy worlds. They're both first person with emphasis on sword play and melee combat. They both allow character upgrades and stealth. I think the games are quite similar in many ways.
I liked Skyrim a lot, but I felt like ultimately the focus of the game came down more to fetch quests than world building. Dishonored gave me more meaningful choices and, importantly, the world reflected my actions. The biggest problem with Skyrim is that the world was always oscillating back to normality, so it felt like nothing you ever did mattered.
Ultimately, Skyrim gave me a lot of hours of fun yet left me feeling ho-hum at the end of it all. Dishonored gave me fewer hours of fun but sticks out my mind as a truly great experience.
Is that clear as mud for ya?