"It is believed that the Falmer were the original elven inhabitants of Skyrim, the northernmost province of the continent, and were defeated and displaced by the Nords. The Snow Elves became a local superstition, with scant physical evidence of their existence; something Nord villagers would blame them for random misfortunes."

"it is theorized by some that the Falmer still survive in isolated areas of Skyrim. The strange race known as Ice Warriors, found in the icy caves of Glacier Crawl may be the last remnants of the lost race of Falmer. These beings are uncommunicative with outsiders, but are icy blue-skinned humanoids, with features somewhat between Elven and Orcish. The garrison town of Dawnstar was once besieged by the glacier tribes, or 'Ice Tribes'. These were blue-skinned humanoids that had tamed monsters as war beasts and had plotted with the traitorous champion of the town."

These are quotes taken directly from the UESPWiki on TES Lore. That second paragraph makes me really hopeful to see them, maybe get some Falmer weaponry!

It's already been confirmed by someone that played it. They came upon hostile Falmer.

This, But I'm hoping for a quest were they are not hostile, I Want the Falmer to become a proper race by the 5th era.