My guess is that you have absorbed an invisibility effect, this happened to me in Skyrim once.
On pc you can get rid of it with console commands.
According to the UESP:
The player may remain invisible after the last phase of the quest (needed for the simulation of being transformed into an animal).
Or
One of these should help you. ( http://forums.nexusmods.com/index.php?/topic/872861-tutorial-removing-unwanted-magic-effects-from-the-player/)There are fixes on the first 5 pages. If you do not find a fix then post a screenshot of your character on that forum and usually someone can tell you what is wrong. Right now you can try:
player.removespell 0003eb3d
player.removespell 0001ea6a
player.removespell 00028532
Just my 2 cents.