An instrumental theme-song is an absolute must, that goes without saying. Even the current song without the English translation would've been fine if it sounded like random chanting in a fantasy language. I just cringe a little knowing what the lyrics to the song are. It's beyond cheesy.
And i'm not complaining so much about a lack of female representation as the main character of Skyrim, I'm complaining about the representation in general. This isn't Mass Effect. The game shouldn't need an example main character. If they want to show off characters in trailers, etc. then they should show off NPCs... not the player-character, who should be a completely blank slate.
They "showed off" the Skyrim ad character for all of twenty seconds. He's no more prominent than the Bonemold-wearing Dunmer of Morrowind that you see on the back of the box, or the steel armor-wearing Imperial in the Oblivion pre-release screenshots. He's not the face of Skyrim, he's just a representation of the game's feel. Obviously your female character (who will probably have an anime haircut and chainmail bikini the instant those mods come out, which judging from Oblivion and Fallout 3 should be six hours after release) will not necessarily mirror the intentional stereotype of a character at all, since it's just a damn trailer, after all, and when punching people with words is a major feature of the game they need some guy to do that in the trailer.
Frankly I think anyone who's upset that you're the savior of Skyrim hasn't been paying attention to the series. In every game, you're a Hero with a capital H. It's no accident that my first character in Morrowind could eventually leap from the roof of one canton of Vivec to the next with little effort. You become a demigod within a few in-game months by virtue of that fact. Not every random joe schmoe on Nirn can become incredibly powerful like that, certainly not in a short time frame. The only concern I have regarding the main plot is the fact that every character can do every dragon shout. I can only hope that the effectiveness of each shout is influenced by your skills in a certain character archetype or something, though I sincerely doubt they will be. At the very least, they should dole them out very gradually so that they're useful add-ons to combat rather than something that can completely unbalance it.