I've noticed that we here like to focus on the negatives of Skyrim; things we liked that got taken out, or were done "better" in previous titles. So, I think it would be a refreshing change of pace to talk about some of the new features that we like, or changes for the better that Skyrim made.

Combat is definitely at the top of that list.
And I'll probably get a lot of hate for this, but magic as well.

Combat
NPC interaction
Overall gameworld
Dungeons
Leveling system
Game physics
Weapons and armor (Overall looks, not variety)
Enchantments
Magic (I know a lot of people will disagree with this one though)

Combat, Dungeons, Stealth and Crafting (bar the lack of Spellmaking ) are the only things I can really think of.

But I think that the Levelling System (Perks, classless, not having to sleep), the magic system and Radiant Story are all very good ideas, some of the best Bethesda has had, they were just quite poorly implemented in Skyrim. Especially Radiant Story, they could've done some really cool things with that, but they relied on automation far too much.

Cooking
Combat
Introduction to Daedric quests

And I see the civil war's implementation as a step towards more large scale battles in future installments