Mine would have to be when i first discovered the path leading to Raldbthar Deep Market... It was my first hint at what the dwemer were capable of and i imagined endless possibilities.
although nothing could have prepared me for Blackreach. I Whirlwind Sprinted onto the huge golden orb suspended from the cavern ceiling. SPOILERS? then called the black dragon and watched him kill the giant. It was epic!
I was about to finish the quest involving Jaree-Ra at Solitude. I was in the Broken Oar Gotto (I believe that's what it was) and he was looking for me. He was crossing a bridge and I shot an arrow directly through his neck, and he fell over creating a big splash. MY FIRST IMPRESSIVE ASSASSINATION
The first time I had an awe-inspiring moment in Skyrim was the first time I ever played Skyrim more than a year ago on the release date and I met my first Dragon in/by the Watchtower near Whiterun with the main quest. That was awesome! I have had many "What the- Ahhah! Take that!....OH CRAP! RUUUUUUUUNNNN!" moments; usually moments that involve a Dragon Priest. But the one thing that really sticks in my head is walking up the bridge to the College of Winterhold at night with snow falling and the tour that takes place afterwards.
Dawnguard in the frozen lake when 2 dragons can bursting out of the ice.
The dragons were wrecking me and I made a a very dramatic run into the closest break in the ice with the help of hilt-skin and argonian water breathing I was able to just barely survive that fight by constantly escaping into the water.
Serana also mysteriously disappeared the entire fight. I was on my own for some reason.