For some reason, the trailer seems to make Skyrim seem ... more fantastical than it really is. I watch the trailer and think, "oh that's so cool, I can't wait to go there/do that," yet when I go/do that thing, it's just ... "oh, this again."
For example, watching the camera pan over whiterun in the trailer just makes me think "wow, what a detailed city, so authentic looking!"
Then of course I actually visit whiterun and I barely even look around. I just sprint to wherever I'm going and stuff all my loot down the throat of some vendor.
I think it's in the detail. The trailer views the city from above, for one thing. Plus, in the trailer you don't have anywhere to go, or anything to do. You are just looking at the city and trying to enjoy it for what it is. So what the heck is wrong with me? Why can't I slow down and enjoy the world of Skyrim the way the trailer paints it?