Or how about their 'bits' sparkle really brightly, with shafts of light permanently beaming through the clouds to blind viewers who dared look.
Well, this summons fascinating sights in me. And this raises the question : "What would Nymphs wear, weren't they naked?"
I think most of the time, the Nymphs should be naked, at least when they think nobody sees them.
Their reaction, when someone sees them, should depend on their personal idiosyncrasies. Some of them (and I think it would be themost likely reaction) could remain naked and face the intruder with pride, conscious that no shame is to be found in their natural state. Other ones, more shy, or who fear to raise in the other one desires which could hurt them, could magically summon some covering.
For example, a pudic frost could coalesce on their bare skin - I think the resulting snow-white downy thin tunic would suit them very well. Depending on the place they inhabit, an army of ants, bees, butterflies and other bugs could gather on them, or veils of mist could tie up on them, providing them an intangible grey robe. Bark and lianas could grow and flourish on them, though it would be more convenient for Spriggans, in my opinion.
Or, as you just suggested, they could wear light itself (or darkness), making it in some circumstances bright enough (or deep enough) to ward off spying eyes. Not only would it suggest they are perhaps very talented in Illusion (which could be helpful in preserving their secrets), but perhaps it would be a clue that there exist some mysterious link between them and will-o-the-whisps.
Male Nymphs (and male Spriggans, and female Minotaurs...) would be of great interest, as well, and as was mentioned earlier. The way they reproduce is for me a very intriguing matter. As well as their culture.
I have always been very interested in the non playable races in The Elder Scrolls. The weapons they fashion, the items they craft, their arts and crafts, and possibly their architecture, the gods they worship (Daedra, Aedra, or something else?), their culture, their language... The castles of glass and corals built by the Dreughs, the matriarcal military society of the Mazkens and Aureals, the Dwemers, the baliwogs, the Wild Elves. Centaurs, faeries and harpies are fascinating to me, and I even think some very old will-o-the-whisps could keep ancient secrets. In Oblivion, I would have loved to see Goblinsih weapons and Impish staves. I have wondered whether the fact Morihaus was a divine bull was a clue that enslaved human forged an alliance with a tribe of intelligent Minotaurs to defeat their opponents. I have been puzzled by the fact the Ayleids were sometimes described as elusive beings, related in a very intimate way with Nature, while they were said to delve into urban sophisticated perversion in Vindasel. Was it due to a human-favoring alteration of human facts, or have Ayleids been internally divided between "urban" and "wild" castes?
Well, I am drifting off-topic, but my point is : the mystery with which the non-playable races of Tamriel is imbued is one of the major features which make me love the Elder Scrolls series. So yes, I would love to see the Nymphs make a return, as well as Spriggans, Lamias, Dreughs and Medusas... I would love to learn more about their culture, to find items they crafted. And since I am sure that the devs are by far talented enough to make their nudity tasteful and aesthetically irreproachable, yes, please give us them in their full uncensored glory.