I put my in your face heavy two handed thug aside and started a new character to try a bit of sneaky stabby fun.
Well after getting out Helgen I realized that I needed to get the other side of the mountain range if I wanted to visit Riften where suggestions had been made that I could find a less virteous kind of folk, if you get my drift.
Two ways - the easy way all the way round the top. Or the peverse and dumb south and east and try to go over the mountains.
For the sheer hell of it I thought I would try the mountain route - despite there being no obvious easy route. And off I set....
First thing I bumped into was a stray dog lost and lonely, who I soon adopted as a pet. It is a companion and fights for me (ala Fallout 3 Dog), but was totally off the beaten track and a surprise - nearly flame grilled it before I realized it wasn't attacking but wimpering.
Next I was trudging along the peaks when an Imperial patrol rushed past shouting 'This is no concern of yours Citizen' and charged a party of elves (Thalmor from the looks) . [Nice random AI only scrap - first I've seen like that]
Pity they didn't ask if it did concern me, or if I fancied helping, as the Elves kicked the snot out them. most enteraining to watch as a total spectator to other folks fueds...
Venturing further south and east over the peaks I stumbled across a cave and wandered in out of the snow.
It was a wonderful dungeon, very well done and entertaining and even had a nifty little 'rescue' quest bit in it. I won't spoil it, but it was a real fun dungeon, and even better for being a cave well off the beaten track right in the middle of no-where.
I don't know if you get a quest somewhere from some npc to go there or anything, but if not and you are south and east of Helgen, up in the mountains - watch out for a cave with a bandit door guard...
Finally when I hit a dead end - but with the possibilty of jumping down boulders to an area below I noticed a crate next to a tree. Totally middle of no-where, and there is a crate of loot just waiting to be 'borrowed'.
What I expected to be a rather dull hour of running round peaks looking for away over turned out to be an enjoyable romp and gained me a pet dog to boot.
So if the mood takes you to just wander off away from the beaten track why not give it a go.