Here In Finland the sun is up for 3 months during summer
EDIT: By saying that sun is up 3 months i mean that it is up 24/7
Though Skyrim is on the northern side of Tamriel, it is not more northern than Morrowind.
There is another continent to the north of it.
I dont think its far north enough for perpetual night or day, but I would like it if days werent always 12 hours long, but got longer and shorter depending on season.
On darkness: I liked what other people wrote about this. You have to have a balance between a gameplay preference for darker dungeons compared to others gameplay need to be able to see.
Not everyone has the best hardware or vision and I abhor games that are just a black screen with bits of grey.
Therefore a slider that lets people adjust gamma and also one for level of ambient light would be perfect.
In the vanilla settings there should be lighting similar to Oblivion, where I and many others absolutely required a lightsource.
And then you can adjust the light levels up, or down, from there.