Not in Skyrim.... but in Oblivion I tried to use waterwalking boots to walk across lava. It, um, didn't work.
Hah! So I wasn't the only one with that idea!
And well, if we're talking about other games in the series: in Morrowind there's some guy (I think an elf?) who fell from the sky, apparently having invented boots with which you can jump very high. This looked really cool to me, so I immediately tried it out. Very cool indeed, until I started falling back to the ground. Needless to say; it didn't end well. Next traveler would discover two bodies with a pair of cool jumping boots.
Oh right, Skyrim. Well, I like to try out a lot, just for the heck of it, so there are quite a few instances in which I die. Like "waterfalling" and suddenly noticing this waterfall is a liiiiiiiittle bit higher than anticipated. Or messing up my keyboard keys, and instead of shouting, I put away my weapons.

Anyway, one I still remember clearly was at the very beginning. I was fascinated by Alduin and thought I was kinda immortal because it was still the intro. So I tried to watch him as much as possible, and happened to run and jump a lot around the dragon (what? I still think he looks really cool!). And then I suddenly received a fire blast right in the face ... I needed some time to recover from the shock seeing my character being tossed against the wall like a limp doll and getting the loading screen ... ;_;
And then there was the time when I wanted to train my hand-to-hand combat by fighting mudcrabs and wolves bare-handed. I got attacked by three wolves, but was on the losing side so I ran a bit around while healing up. Turns out I ran around a bit too much, 'cuz when I finally decided to take on the wolves again, they had multiplied by ten. Seriously, so many wolves around me, I was so heavily surrounded I couldn't manage to run away anymore as they all stood in my way, and I died miserably.
