Title question. Well, I know I do.

Daedric side-quest spoilers below.

I just visited the "museum" in Dawnstar, and when I saw the Mythic Dawn banners and the 4 volumes of the Commentaries, I screamed like a Twilight fangirl. And yeah, I'm a guy and I'm an advlt. So... yeah. Anyway, I love it whenever there is a reference to Oblivion in Skyrim. It makes it more genuine and it actually feels like the same world. To look at those 4 books lying there and thinking "I last saw those with Martin in Cloud Ruler Temple", well... I think that's cool. More Oblivion references, please, or more stuff from even earlier Elder Scrolls games!

PS. I have heard of more obatainable Daedric artefacts in the game which occurred in Oblivion as well. Will be great to track them down!

PPS. I also just ventured as close to Cyrodiil's border as possible, and half expected to find a closed Imperial gate preventing me from going any further. I was quite right. D*** it.

I was impressed when I learned the truth of Alduin's wall.

Yep. There is also a closed gate leading to Morrowind too.

Keening was a surprise. The way it was presented in the game is disappointing, but it's still a nice link to Morrowind.

I just hate how Bethesda doesn't wish to rock the boat by establishing canon. I mean, realistically, how does it make sense that books on random individuals have more information than books about the Nerevarine or the Champion of Cyrodiil? In the next game, books on the Dragonborn will be minimal as well. I'd rather have them establish a canon than to act like the player character is so irrelevant that nobody bothered to record history.

Yes, I was pretty excited to find something to do with an alchemist (no spoilers here!) from Oblivion

I was surprised when I found Sinderion in Blackreach. I honored his legacy and found the Crimson Nirnroot.

Not only that but one of his former students is a member of the Sarethi family who were important in MW but emigrated to Skyrim after Red Mountain exploded.

A certain flaky court wizard had requested a sample of something called "greenmote" from the College of Winterhold, but they didn't know what she was talking about.

My eyes almost welled up with tears when I stumbled across a shipwreck called "The Pride of Tel Vos."

It happened again when I first saw the "New Gnisis Cornerclub." And, to top it off, the Morrowind explore tune they reused in this game was playing at that instant. It was an emotional moment for me.

...
lol'd

I lol'd too. Surely that was intentional!

I was amazed when I got that. To bad it's nothing like the actual Keening. This is just a relatively weak dagger, and doesn't even need wraithguard.

I enjoyed the vampire you kill in one quest was the vampire hunter who met his fate in 'Immortal Blood".

Rivendell screams at the dark elf in the Thieve's Guild: "It's Morag Tong, idiot!"