Give some info on how badly you failed and what happened.

What happened to me was when I was told to kill someone I missed and the guards came and said I was under arrest (of course i was wondering why)
then i said I'd rather die.All of a sudden Two blood dragons came (yeah i know it sounds like irony but no) and ripped off my followers head and so i was like thanks a lot dude. So i tried to load and the last load was when I was In the Labyrinthain. (I was at a farm at the time near Riften)

disabled autosaves, played for like 4 hours, died...

I wanted to find a quicker way to Ivarstead (when I was clearly on the road, heading directly to it), so I jumped off a waterfall and killed my horse.

Using area effect spells at point blank ranges, not a good idea.

I was fighting a couple of bandits with my Illusionist and confused the spell calm with courage...

Level 2, seen a huge guy holding a club on the Whiterun plains.... 15 seconds later i got a birdseye view of Skyrim.

Installed WiS mod.

Read that I must "wait" in order to reset the cell respawn or something to make it function properly. Well, I stood in the middle of Riften marketplace and waited for 3 days (Readme stated 2 days, so I played it safe with an extra), as soon as I walked a foot, instantly a dragon attacked, killed almost all residents of Riften, carried on playing and saving as usual (in other places), came back to Riften and suddenly remembered that I forgot to reload to revive all the NPCs, well, all their bodies despawned, so not even console commands could save me.

Now I have just accepted that Riften will always feel lonely. As there is no market merchants anymore. But, the residents that did survive, still peruse the wares on the markets counters. Hmmmm. Idiots. ^^

My First Horse.

I was riding along, minding my own buisness, dashing through the forest. Then all of a sudden, the mountain I was exploring came to an abrupt end, a dead end, 100-200 foot drop or so down onto the frozen sea. Me and My Horse had a wiley coyote cartoon moment, I managed to dismount my horse and hit the water, my horse wasn't so lucky lol, it hit the ice and died instantly. It was hilarious, it didn't even realy give me a clue the mountain ended in a sheer drop, I thought it was a hill

Make a DID character,
Become thane of Whiterun,
Everything is going smoothly,

Attack giant.

Doing a DB quest sneak up behind the target, I swing my sword, it goes to the cut scene and I see my guy stabbing my follower straight in the back.

I was fighting waves of tough Draugr Wights in Forelhorst. They were stronger than I was and I was out of healing potions, so I would lure them into a spot where there was a spiked wall trap. I would try to fight them until they would step on the trigger plate and be slammed into the wall and "killed". Finally beat the last one, took one step and hit the trigger plate for the trap. I was slammed into the wall and killed. Epic fail in the paying attention department.

Lmfao, ohhh the irony!

My second dragon fight, in the plains near Whiterun. It's night, the dragon is flying around - I temporarily lost it, so I'm running around, looking up at the sky for it. So I don't see the sabrecat until he chomps me in one bite (health was low). And to make it worse, for some idiodic reason I had just quick saved like 0.2 seconds before the sabrecat attacked. So restoring the quick save was useless. Back to an old save... But, lesson learned - don't just look up during a dragon fight.

Everytime I try to jump

I never played an Elder Scrolls game (but I have played FO3 and FONV) but I was like a level 5 or something was headed towards that Morthal place and I got anol [censored] by a Frost Troll, it was like a 1 or 2 hit kill =/

The worst off the top of my head is trying to get nettlebane from the hagraven as an archer, I spent about 30 mins getting my ass kicked by the fireballs because i wasn't a very high level, I finally killed it and then died from fall damage jumping off the platform before I saved :/

I now quicksave after everything I kill.

Shooting arrows at an elk-shaped bush...

My biggest blooper in Skyrim was in the main quest. Supposedly you are to walk the 7000 steps up to High Hrothgar and the Greybeards. Well I missed the part about the steps and spent about two hours climbing up the other side of the mountain. Found out about the 7000 steps later when my girlfriend was playing, lol.

Trying a dead is dead game, just got out of Helgen, jumped of a small hill, but died.........

Pretty much everytime I think "Yeah, I think I can fall from this height and live. It'll be fine."
Needless to say, this never ends well.
NEVER.

I was in "the zone" (meaning: entranced by the game and not saving) trying out the southern route from Falkreath to Riverwood for the first time. After numerous interesting encounters (bandits ambushing from scaffolding, Stendaar Vigilantes fighting vampires, wildlife encounters, etc.), Janessa and I were feeling pretty cocky when we stumbled across a cabin with burnt corpses and a note about a dragon lair.

She smiled, gave me a thumbs up, and off we went. Finally after a cold night in a blizzard and lots of mountain climbing, I spotted the reptile sleeping on his perch down below -- yeah, we were way high where the air is thin, thin. I drop to sneak, line up the shot with my bow, take a deep breath, and let it fly. I was too high up, apparently; the arrow fell short, bounced off the mountain below and into the lair. "Welp," I thought, "at least now it'll be a fair fight," as the dragon went airborne with a roar.

Scratch that. It wasn't a fair fight now. Because of location -- rocks, cliffs, crevices everywhere -- we were at a distinct disadvantage in that we didn't have wings. Nonetheless, we pelted it with arrows when we could and the beast's health slowly waned. Fortunately, fate at least gave us a smile since he was a fire breather, those boots of dwindling fire I'd given Janessa made her almost impervious to his air attacks and she never had to slow down to look for cover.

Meanwhile, I began to realize that he'd be needing to land soon ... but where? As I looked around, there was absolutely no space available near us. Sure enough, she spiked him again with another arrow and he started flying like a crazy dragon, desperately looking for a spot to engage us on land. I panicked a bit, said, "Screw it!" and quickly descended the mountain to his lair via strategic sliding and lateral movements. No way Janessa would get down to help out but, hey, I was in the zone, you know.

Soon as I'm down, he comes in for a crash landing and roars in my face. I roar back and mark him with death;he's now a cupcake. I straddle to his wing side to deliver two regulars plus a power attack; he's now a squashed cupcake. After the animations play out and he's nothing but a skeleton, I see Janessa standing at his tail. It was our first dragon encounter together, so she got to see the dragonborn legend come to life. Epic.

Then I thought, "Wow, I'm surprised she got down here already. In fact, HOW did she get down. Meh, who cares. It rocks that our first dragon was this dramatic ... Wait, how long had she been there? Was she there when I shouted? ... Oh, crapola. If she was, then she is now also ... marked."

Yep, first wildlife we encountered later (an ice wolf) killed her with one chomp. My last save was all the way back in Falkreath. I was devastated at losing that epic adventure due to a reload (thus, wiping it from my PC's life), but I couldn't stomach losing Janessa to a glitch.

I was out exploring on the plains when all of the sudden I see a shaddow pass over me, I drew my sword and looked up to see a dragon. I was at a pretty high level so I was like,"Yo dragon! Bring it on!" so I used dragonrend to get him to land, ran up for the kill. . . and saw that it was an ancient dragon. I finaly died after about 25 miles of running and many, many health potions.

1. Was too cocky at rather high level, got hit by a nasty trap. Instead of reacting to it and taking a potion, I was so perplexed I just stood there in shock. I was down to like a tenth of my health. Then the trap sprung again, killing me.

2. Escorting Esbern to where we needed to go (main quest), when we entered a fight with some wildlife. He conjured a frost atronach which I attacked. It responded to that by killing me.

So many but i think the worst by far was last night, while trying to forge together a certain amulet. Crept up the stairs, saw a boss-level Draugr and proceeded to line up a devastating headshot all while trying to "thread the needle" between two wooden posts. Drew the bowstring back, let go, and the arrow bounces off the ground from where the posts split. Draugr proceeds to notice me, grunts a little, then takes me down with a single shout which seemed to pick me up and slam me to my death at hurricane force against the nearest wall. FML

Walking up to a giant and trying to kill him. We all know what happens after that. x)