I remember when I walked into some northern vampire liar.It was a pretty big mistake.The woman with the warhammer said so
.But that's what made it fun,sometimes you had to run for your life.I can't count the number of times I was just barely saved by an intervention scroll.
What difficulty you played on? (and what skillset you had?)
My slider was at the middle and only time I was defeated was when my combat alchemist encountered my first enemy- rat in Balmora (Fighters guild 1st quest)
Other than that I never had reasons to retreat
P.S. Sorry for offtopic, btw.
P.P.S. Despite grim and pessimistic associations with TES5, I have some good ones.
Skyrim will be 1st TES game I'll start on maximum difficulty (usually it was normal).
So "challenge" is what I also think when I think of Skyrim.