I have had several different followers on Solstheim but they have never had anything in particular to say about the place, other than "Cave, wonder what's below" and such. Just now, however, I decided to take pity on Lydia and take her out adventuring again for old time's sake. (Ever since Hearthfire, I hardly ever see Lydia except for the initial introdution, poor girl.) I was quite surprised to find that while none of my other followers had anything special to say, Lydia so far has had comments on Raven Rock and Tel Mythrin.
Raven Rock: "not much to look at"
Tel Mythrin: "i've hear tales of the mushroom towers of Morrowind. Never thought I'd see one."
What have you heard from your followers?