At 4:32 mins he accesses the 3D map and it pulls out to show u the location. As you see there he just got to the small town and that town is on the right upper side of the Throat Of The world (which would be the huge mountain in the middle of the map). so what we see in the video is only about a quarter of the size of the map. He then goes into a dungeon on a smaller mountain to the north west of the town he visited. (I thought that dungeon was on the Throat Of The World, but by that map I was wrong). Skyrim may be bigger than I thought. And to the south west of his current location it shows a shield icon which im guessing is the job stones where he started the video, so he only managed to breifly visit those areas in the video.
Realising this has put aside many of my fears about the size of the game, and Im guessing I will spend 100s of hours exploring the land of Skyrim.