Today I was walking in a forest and heard weird and very high sound. I followed that odd voice and I saw a deer. It wasn't scared and it watched me and screamed/whistled to me. When I tried to get closer it ran off and it was much faster than common deers. Have anyone else seen or heard it? What this animal means and is it related to some quest? It's look was like a common deer and name was just "deer". At the place where it was found was also round stone with giant-style drawings on it.

It's Sanguine! Don't follow him!

You don't remember exactly where? I've never seen it, but I want to find it now.

It was near to Evergreen Grove. And the round stone I mentioned, I checked it now on the other side, it's actually a head of statue lying on the ground.

Well it's probably an Easter Egg. I loaded my game from the time it was still screaming/whistling to me and then tried to follow it again. Now I followed it for a while and then it ran towards a tree and died.

I was looking around in that area just now and I saw this deer:
http://i1209.photobucket.com/albums/cc398/buckomccane/Skyrim/gossiping_deer.jpg

Originally, it was looking at a Necromancer that was fighting something (an elk maybe), but even after I killed the Necromancer it kept staring like that and wouldn't move even when I bumped it. Hopefully someone will come along who knows about the whistling deer because now I'm intrigued.

I've seen other odd wildlife behavior before. Once a fox was attacking me while I was on Shadowmere. The only thing I could figure was that I must've 'landed' on it after Fast Traveling and it saw that as me attacking it.

Edit:
Weird. Yeah, probably an Easter Egg.

thats the sound an Elk makes, and what you saw was an elk

Was it white?

Could it have been Merry Eyesore the Elk?

Elk bugle in the fall rut. It's one of the most satisfying things to hear, early on a crisp morning in the high country, an inch or so of new snow.... gives me goose bumps just remembering! And the first time I heard it in game, I actually had tears in my eyes. Sometimes the developers get things so perfectly right....

It wasn't Elk. It has same appearance as any deer (not white stag) and it was named "deer". It was also showed in my sneak eye icon if he saw me or not - which doesn't happen with a common deer. And probably the time when it ran towards a tree and died was a bug with falling to ground system because I did follow it again and it leaded me to Twilight Sepulcher. If someone can tell me how to record a gameplay-video from Skyrim I can record that deer and share it to you all.

Now I have a video about it. It originally screamed me several times but my savefile was quite late so I can share only the last scream.
http://www.youtube.com/watch?v=p7Znp3PpW9o&feature=youtu.be

Well... That's how they're supposed to utter? Still, I don't think I've ever heard that particular sound file in the game, but some close to it. I often train my Illusion on casting Frenzy to whatever, mostly deers. They make sounds close to that when they're hostile, otherwise they've been quiet though.

Poor deer in my game. Or is it "deers"? Could use a hand of an English grammar nazi here. Reindeer's plural is reindeer at least.

Not everything is well with that deer. I hope it isn't in pain.

Hm, I'm not Elk's member or hunter, nor do we have any elk in my neighborhood, but I do recall a coworker who had an elk call and iirc that's the sound it makes. Curiously, non of the elk in my Skyrim make any sound other than heavy breathing. I'll have to check that one out.

That looks like an elk, and that sounds like an elk sound... but video quality is low. Could possibly be a Caribou as they are similar to each other. The game may just classify them as deer as there in the deer family.

Try fury/frenzy/mayhem on them to make them hostile. Let them attack you. I think that's the only way to make them utter anything. They might even when they die, were they hostile or not, but I'm not sure.
And I'm not sure about the sound file anymore, either. It may be that I've heard that particular one, too, but just haven't payed attention to it. Anyway, it was basically my point in my last post that the deer really do utter like that in real life as well. That screaky sound is how they naturally sound. Nothing odd with that. (Except yeah, it might sound odd if you've never heard it before.) The only thing odd about that deer is that it makes sounds seemingly without reason.
Anyway, the case is closed, methinks.

"Grammar granny hat": the plural of a deer is many deer. Yep, it's one of those quintessentially "english" oddities. [And, btw, the plural of an elk is also many elk....]

That may be it's purpose. Kinda' like the Headless Horseman leads you to areas.