In Cryodil we had Imps, Minotaurs, a Unicorn, Goblins, er I'm spacing so I'll name those few. But those are fantastical creatures.
Don't get me wrong Skyrim is a great game, a game of no fast traveling and wondering the wilds is great and I am having lots of fun. But there is nothing fantastical in Skyrim. Nothing odd that sets it apart from Earth.
I could imagine so much more for this environment. Spriggans are nature gods, sure. But what about Pixies? Or other fae?
Other Fae:
Valkyries (Choosers of the Slain): Beautiful young women who choose men doomed to die in battle and brought them back to Valhalla.