One of the best things about Skyrim is that it lets its players totally define what kind of playthrough they're going to have. There are no "classes" like most RPGs have; while Skyrim does have the basic 'mage, thief, warrior' setup, it's entirely up to players how much of each class they want their character to have, and mixing and matching is very common. A full axe-swinging warrior, an all-powerful thief/mage, or some combination of all there basic styles of gameplay is feasible.

Then, when different quest lines are factored in, there's even more opportunity for players to define what kind of character they're playing. Morality isn't terribly complex in Skyrim, but it's certainly there. Players can decide if they're going to help everyone to the best of their ability, or be what the Dungeons & Dragons crowd calls a "murder hobo." It's all left up to Skyrim's players.