Skyrim is a huge world, full of strange little secrets and places to explore. It's so huge though, that you may have missed a number of the tragic, sad stories that the incredible developers at Bethesda hid across the game. Stories of lost love, doomed friendships, and all kinds of depressing little stories that you may not have noticed, but deserve to be heard.
Not far from Riften is a small mine called 'Lost Prospect Mine' (which is already a pretty sad name). It seems pretty unremarkable - it's not very large, there's not much loot, and the only real resource there seems to be a bunch of mushroom ingredients. Then you'll find the journal of a man named Hadrir.
Hadrir had been approached by an old friend, Bern, to help him with a gold mine he'd purchased for practically nothing. Hadrir finally arrived at the mine to discover there was no gold to be found - and after he and his friend had tried mining for three weeks with nothing to show for it, Hadrir decided to take a break and go to Riften for supplies. When he returned, his pal Bern was gone - and there was no sign of a struggle. He picked up stakes and left, assuming his friend had shamefully abandoned him after it became clear Bern made a mistake in purchasing this worthless mine.
But, unbeknownst to Hadrir, this wasn't the case at all. If you dig a little deeper, you can discover the cave's secret - there's a hidden passage behind a waterfall, somewhat difficult to get to. In there lies a secret cavern, with three gold ore veins...and a skeleton, holding a pickaxe, crushed beneath some fallen rocks.
Poor Bern had been right after all - but will be remembered as a coward who betrayed his friend.
Things are grim north of the College of Winterhold - it's so cold and icy, no towns or major gathering places exist up there. But there are dangers beyond the ice - as two people discovered when one got their leg caught in a bear trap. Little is initially known about them, other than two people clearly died here, with one trapped. But that's the key - only one was trapped. The other - a friend, a relative, a lover, who knows - knew they would be unable to get their companion to safety, so stayed with them in the freezing cold. Unwilling to abandon their friend, both died - but at least they died together.
Giants are terrifyingly powerful creatures, which will almost universally try to murder you and knock you into the stratosphere if given the opportunity. Which is exactly what makes this lone, quiet Giant such a sad sight - his mammoth has keeled over, dead, and he stands above it, mourning in silence - he has no interest in murdering you, not at a time when he's mourning the loss of someone he loved. Even these enormous beast-men have hearts (and toes. Definitely toes).
Near Dawnstar there's a tent that doesn't seem particularly notable - some sleeping mats, empty wine bottles, some shoes, etc. But although there's no journal to confirm what happened here, there are a few clues - there are flowers strewn everywhere and an Amulet of Mara - the symbol of love in Skyrim, and about the closest thing to a wedding ring you can find. So what happened to the (at least presumably) in-love couple here?
If you follow the coast, you'll find two skeletons. What tragedy befell them is unknown - all that can be gleaned from their campsite is that one probably presented the Amulet of Mara to the other, they got totally wasted on wine, took of their shoes, and decided to take a stroll. It may have been the nearby Horkers, it may have been something completely different - all we know is that two lovers wanted to camp and share their love...and they didn't wake up the next morning.