The Boethiah quest. I got the book on one character, but I sold it thinking it was something random.

The stone of Barenziah. I'm still looking for those stones, I need about 6 or 7 more. Considering it's a small part of the game, and there are no achivements for it, I'm not going to look up the locations of hte remaining stones, but just hope I stumble across them

I'd suggest becoming a nocturnal