I remember an elder scrolls book coming out with a floating city on the cover. I don't know where it was located, but in Oblivion one of the most popular mods was floating homes and castles. I hope they have them in Skyrim.
you're thinking of the elder scrolls novel, the infernal city, written by greg keyes...
that wasnt really a floating castle, it was an otherworldly floating city that harvested souls from tamriel, basically... it killed people, used their souls to fuel itself, etc... if ya wanna know more i suggest getting the book, cause its pretty good.
anyway, i highly doubt skyrim is going to have floating castles... i suppose its not impossible, since the battlespire was a floating battlemage training facility... course we all see how well that turned out.
its just highly unlikely... you'll have to rely on mods if you want floating castles.