Most of my characters start with a basic back story, answering questions like why are they in Skyrim? At first, I went great detail for the first few characters, but now I "meta-game" a bit, knowing what is what in the game.
Even with that "foreknowledge", I still have yet to find all the "strange gems" (I usually retire after maybe 15-18 are found on those characters) or find all the Guardian Stones or grab all the Dragon Shouts on one character.
The game just levels me way too fast for any lengthy goals for me. Not even the backstory and/or goals can't keep me ineterested. Between levels 40 and 60, I just "lose interest"
Backstory is important to me, but not as much in the game of Skyrim. I run into too many "obstacles" for my RP (like NPCs who forcefully give me quests)