Skyrim is the icewind dale of the Elder Scrolls games. Its mostly going to be a frozen mountainous wasteland, a vast plain (winterhold), and I have found myself walking in a very dark forest at night with giant spiders creeping about. Skyrim has about the variety one would expect from the Nord homeland. There's different styles of dungeons, there's caves, there's forts, there's crypts and underground sewer systems. I say its just right.
Speaking of which, and I haven't seen every place in Skyrim yet, is there an ice castle like in Bloodmoon?
What I'm getting at is... well... where's the fantasy? The land of Skyrim can be realistic for the most part, but what's wrong with some fantasy intermingled? Morrowind had a hovering asteroid for crying out loud. Oblivion had the White Gold Tower and fiery planes of Oblivion... and yes, the magical painting. What does Skyrim have? A giant mountain?
Where is the magic? It's not completely extinct. An enchanted snowy forest with bright, glowing bluish snow? An entire town made from ice/igloos? A frozen over lake with all sorts of creatures down below... maybe a crystal city under the frozen surface?
I know comparing a movie to a game is unfair, but I felt a magic in The Chronicles of Narnia: The Lion, The Witch, and The Wardrobe. The snow somehow felt... friendlier... cozier. Like I wanted to be there even though it was freezing cold. Skyrim feels much more... intimidating. Not just in general, but COMPLETELY.
I need to go play through all of the ice worlds in Nintendo games again. I'm sure there's some reason they felt special. I can't quite put my finger on it at the moment.
Ps. Yes, the compact size of Skyrim does hinder any true variety of atmosphere. But I'm sure there could be much improvement regardless.