Title says, do i need to play the others "Elder Scrolls" before play Skyrim? I am not sure if I will miss the story or something...

Thx.

Not necessarily. You would appreciate it a lot more, though.

No, not at all. Their plots are entirely separate, and the books you read within the game will catch you up on lore / backstory. It's kind of like BioWare games based on the Dungeons and Dragons world (Faerun for that, Tamriel for this) -- same world, totally different games.