For me it's Shrines. Not Wayshrines, but actual Shrines. Like Boethia's Shrine. There will be this Shrine out in the middle of nowhere, and there's NPCs standing around it. I look around, there's nothing to eat. No shelter. No road or pathway. Some of these shelters are in such inconvenient areas.
How did they find this place? What spurred them to come all the way out here? Umm..... i DON'T KNOW! If they live out here, day after day, why aren't they interested in building some sort of cabin? Or even put up tents?
I don't know how to roleplay this! At this moment, I haven't a clue! Arrgh!
I think even if I had a high-level character, and could start the quests associated with these Shrines, I would still have moments of oubt and confusion. NPCs standing around in the middle of nowhere (in nice clothing, sometimes) doesn't make any sense to me!