Skyrim is a big game with a lot to do, and that's putting it very lightly. It's famous for the huge variety of choices any single player can make. With this much going on, it's not a surprise that some of the stories and adventures that the player encounters never come to a resolution. This isn't because of a mistake or inaction on the part of the Dragonborn either. These are simply quests, events, or shady NPCs that have unfinished or incomplete stories.
Programmers and writers put a lot of incredible stuff to accomplish and collect in everyone's favorite stand-alone game from Bethesda, so these dropped threads don't distract the player in a detrimental way. After spending some time in the land of the Nords, however, a few glaring omissions stand out. In the spirit of the game, a lack of closure sometimes is realistic, but we don't play video games to enjoy realism.
What Happened to Reyda?
Maybe the player is wandering around the frosty shores of the river south of Iverstead and stumbles across this sad pile of bones, or perhaps the Dragonborn is looking for Reyda deliberately after hearing her wayward brother Narfi babbling about her. All you can do in this sad story is to return a pendant to Narfi and confirm his sister's passing. A player might expect a follow-up quest, like to determine the cause of her death, but everything ends here. Well, perhaps not everything, but what follows deepens the mystery even more.
So, the Dark Brotherhood Didn't Have a Listener?
The Dark Brotherhood questline is compelling and immersive, and players are so caught up in the plot that they miss this gaping hole in the storyline that is never explained. To be fair, there is an explanation of sorts, that word will simply spread about the assassination request, but how thin is that? An infamous guild of murderers is going to put a contract out based on something a neighbor heard through a door?
You would think that killers would require a more verifiable system. If this really worked, why does the guild need a Speaker anyway? There are a few interesting dropped threads in the Dark Brotherhood questline, but this is one of the first one players encounter. In hindsight, this leads to a few other hanging questions.
Why Narfi?
Narfi seems pretty harmless, right? A half-crazy bum, perhaps dealing with a learning disability or a life-changing head injury. Plus, he has to deal with the player delivering the sad news of his sister's death. Narfi is the last person you would think someone would want to kill, but the Dark Brotherhood sends the Dragonborn to do just that.
Bearing in mind that the Dark Brotherhood doesn't have a speaker when this happens, is this just some awful mistake? On the other hand, it's the NPC Nazir that sends the player on this errand and never reveals his source. Perhaps Nazir himself had a personal interest in this, but what was his motive? Why did Narfi have to die? Is this connected to what happened to Reyna? The story is never concluded.
Who is the Ebony Warrior?
This shady figure only appears once a player reaches level 80. He doesn't introduce himself and never reveals where he's from. He's too busy telling the player about all of the thrilling, heroic acts that's he's accomplished, and that he's experienced everything and done it all. All that's left is to fight a Dragonborn, at last, a worthy foe! He just randomly turns up and informs the player of all this, and although there are a lot of fan theories about who this guy really is, none have been confirmed.
What Exactly Happened to the Dwemer?
There is enough literature to piece together some of the basics of this mystery, plus there's a portion of Morrowind that lets the player experience more in-depth lore and even collaborate with a living Dwemer character, but he can't tell you much. There's also a Skyrim mod that reveals a few more details. Although it's known what happened, that the Dwemer race was spirited away by a powerful artifact, it's never revealed exactly how that worked or where they went. A few theories are floating around, some saying that Azura and the Tribunal joined forces to defeat the Dwemer king, others claiming that all the Dwemer had simply been destroyed or transported elsewhere. The story is never concluded.
What caused the Great Collapse?
The wizards just know it wasn't them, but they can't explain anything about how they alone escaped harm, so naturally, the locals are deeply suspicious. There's actually a book in the game entitled "On the Great Collapse" in which a Mage insists in a letter to a friend that the College had nothing to do with several square miles of cliff falling apart at once. However, he never even ventures into theories about what did happen, which seems like a glaring omission.
Anyone who's a Mage, or affiliated with the College, always insists that it was a natural occurrence. Once the player starts the Winterhold quests, they notice that the College brass, including the teachers, is rather careless and irresponsible, even corrupt. If they were keeping things like the Eye of Magnus here, what other dangerous junk is lying around? It's a shame that's never revealed so the player can wreak their own havoc with it.
What happened to the Eye of Magnus?
Oh, so the Mages in the College of Winterhold have no idea about this monumental cliff disintegrating? Is everyone sure about that? Because they've got crazy, unpredictable stuff like the Eye of Magnus in the courtyard and plenty of mad-with-power magic-users in residence. They have the power to use it but they are lacking the knowledge to contain it. What could go wrong? That's what this whole questline is about, after all. The connection to the Great Collapse is unmistakable, and the player might think this storyline leads to a resolution to that mystery, but then the pesky Psijic Order shows up and takes the Eye away. Who knows where or why, and it's never revealed or brought up again.
The Civil War Ends, and Then What?
No matter what side the player takes, the Civil War comes to an end. Congratulations, but nothing changes. It hurts the immersive effect of a game when a historic event doesn't seem to have any effect on the NPCs or the places they live, but it also seems to leave the questline hanging. That would mean some serious political and social upheaval, so what happened? Is a new Emporer appointed so quickly that it goes unnoticed? Or does another government agency take over?
What Happened After the Emporer was Killed?
Speaking of life-altering historic events, isn't it supposed to be significant when a leader dies? It's tumultuous enough when someone important dies of natural causes, but to finish the Dark Brotherhood questline, the player actually assassinates The Emporer. Other than the player enjoying the rewards of completing a difficult quest and an epic questline, nothing seems to change.
Socially, politically, and economically the Empire just marches on, totally oblivious to the fact that the Dark Brotherhood casually knocked off the Emporer. How was this resolved? This should lead to come political upheaval, maybe a world war for example? At least some high-level executions?
Was the Dragonborn Pointless?
A life of unfinished business that lacks resolution can drive anyone to despair. Sooner or later, every character has to ask themselves deep questions, and they might come to the conclusion that all of their adventures were pointless. The Civil War is over, the Emporer is dead, the Eye of Magnus is gone, a few dragons died, and other than one diseased specimen with a poor memory the Dwemer are still gone. Was it the same for other Dragonborn, participating in important events but having no bearing on the outcome, or was this so-called legendary character just a Daedra plaything the whole time? Maybe it doesn't matter because it sure was fun.