Skyrim offers among many epic, satisfying moments it's fair share of sadness too.
Heartbreaking quests. People you get acquainted with, killed. Follower's deaths. Random dead bodies on the roads. There are moments when you drop everything else and just stand for a second. For me that was when I saw the DB burned down, or when I stumbled upon the Dead Lovers Camp in Markarth.
Which was that moment for you?
Definitively the moment I stood over the emperors corpse, there was something strangely glorious in the way he coped with it. It actually made me rethink the whole civil war thing. I turned in the jagged crown to the imperials shortly afterwards (completely random, didn't knew I could beforehand), and changed camp.
That and I got back at the Motierre Family for my misadventures in Oblivion. But that's another story.
Also the moment I walked into the frostflow lighthouse, I walked in, had one look and had to fight my desire to leave ever since, as a somewhat morbid curiosity took over, I had to know what had happened: where all the blood came from.
Felt the same thing, but I had already completed the Stormcloaks questline. But still, returned and killed Motierre. Went into exile. Away from this chaos.
And to this day, I have not done the Frostflow quest. Just reading about it gave me the chills & I was like "Never happening!".
I had that same reflex with the little story surrounding the falmer cave near dragonbridge. As soon as I saw falmer arrows near the ambush site on that road I ran in the opposite direction, the idea of Falmer skulking around above ground was not something I was comfortable with.
When I first loaded the Dragonborn DLC for my main character I happened upon the biggest clusterfuck in history: at the same moment a dragon swoop down into the town, a vampire assault group charged the front gates, a group of Miraak fanatics attacked me and everyone around, a stormcloak agent appeared (this was a bug in my game where a stormcloak guard would spawn in after I won the civil war for the imperials) and of course amidst the chaos there was that annoying generic thief that spawned as well.
I suppose I don't have to explain what my town looked like at the end of the day...
Jeez, would not want that to happen to me! The worst I got was with Dawnguard. I arrived in Whiterun, Adrianne was heading towards the Bannered Mare when I saw a hooded mage walking with her. I thought that idiot from Dragonsreach? I sneaked up behind him - it said "Traveller". Apparently he can summon Gargoyles & also spawn 3 vamipres behind me...!
I got really sad when a dragon attack accompanied by a vampire attack killed almost all of Riverwood. The Riverwood Trader merchant (Lucan), and his sister Camilla, Sven, Alvor, Alvor's wife, Embry, and more. I think Faendal was the only one left alive. I was wandering around the dead town and a courier came up to me and gave me a letter containing some gold left to me by Lucan Valerius in his will. I had to just stop for a moment.
I'll never forget the Mass Effect experience. But I'm a sucker for medieval lore. Was not particularly engaged in the main story, but the characters become endearing to me. I'll never forget the day I found Old Hroldan Inn. When the Ghost mistook me for Talos, that's when I really felt the Dragonborn legacy. Sorry rambling again...!
Possibly getting Lydia killed the first time. I took a potshot with the Wabbajack at some trolls and she ran straight into the bolt. Instant sweetroll. A tragically comical end for a miserable character. You never expect it, but you miss her mundane, complaintative dialogue when she's gone.