I think that Thu'um should be brought into Skyrim, because that would be awesome, and would encourage me to use magic more. Maybe Imperials should be able to use it aswell, as Talos (Tiber Septim) used to use it. What does everybody think?
Your character is supposedly one of the last Dragonborn.
The Dragonborn are the guys who can use Thu'um to its greatest extent (like the Dragons do).
Very few people, like the Greybeards, know of Thu'um and can speak with it, but are nowhere near as powerful because they do not have the natural gift.
Tiber Septim (Talos) is probably the most famous Dragonborn, and as we know, his line ended with Martin (I'm guessing who was the last Dragonborn that everyone knew about before your character shows up in Skyrim).
So, basically, Thu'um is in the game. It's one of the major components of your character and the story (Dragon Shouts).
BUT, all Nords won't have it. That might be kinda silly.