The things that leaves me with a deep impression of Skyrim would be:
1) Aventus Aretino doing the
. Its quite chilling to see a kid do that.
2) First visit to
. The atmosphere and music of the place is terrific!
3) First visit to High Hrothgar where after i demonstrated the shout, the greybeards go..."Dovahkiin.....it is you....."
4) Snowy areas in TES6 (if any) will always make me remember Skyrim lol.