There are so many little Easter-eggs in Skyrim based around it's lore and real life pop culture. I've found a lot of cool things in these past... what... two-and-a-half years I've been playing Skyrim? For example, my two favourite Easter-eggs are The headless horseman, (Even though I've only found him twice, and every time I followed him my game crashed, but I did have a terrible computer back then) and the Mead mixed with Juniper berries that Ralof mentions when we first get to Helgen. (You can find it in the house you jump into when Ralof takes you into the tower right after nearly getting decapitated.)
So, what are your favourite little things?