AS I was leaving the underforge, I went out the other way to Skyrim. And as I dropped down I saw a headless ghost riding a horse. It took me a while to catch up to him but he did nothing, I even tried shooting arrows. And he just kept running. Any idea who this is? Or if it is part of a quest somewhere? This is the first I have ever seen him.

It's a headless horseman easter egg. I have no idea if it does anything or not, I've only run into him once and I followed him, and got nothing for like 10 mins, so I went back to my quest. Just do a quick google search and you should see many a post about him. If not, then yeah, he's just the headless horseman easter egg

I was unusually happy when i encountered him.
Like jumping in my chair happy,wich a friend who was present found...disturbing.
But through all my gameplay's i've only encountered him once.
Consider yourself lucky,its one of those "You'll never believe what i saw" moments.

he only appears on certain dates.

Really, Well If He Doe's ONLY APPEAR On Certain Dates I Was Playing At The Right Time The Other Day... I Too Ran Into This Bluish Head-Less Horse Man Guy, Boy Was HE In A Hurry For Talo's Know's What... Maybe A Courier Gave Him A Message Regarding The Where Abouts Of His Head.

Hmmm... anybody know which days to find him on? I'm rather curious to find this fellow myself now.

I Personally Have Nooo Clue, Just A Random Encounter On My Part, T'Was Neat Though...