I was surprised the Dovahkiin could enter Azura's star. Isn't his soul too big? I thought Dragon souls were masssive.

Well given that it is Azura's star isn't its special ability in part that it can hold the largest of souls? But all those Dragon Souls might have become part the Dovahkiin's soul and not separate pieces. I do not think they work like Eldunari from the Inheritance series, where they maintain separate identities or even a sense of self. It is a little weird to put a soul holding vessel(Dovahkiin) in a soul gem. Reminds me of those http://upload.wikimedia.org/wikipedia/commons/4/45/7babushkadolls.JPG that have all the layers within layers.

So if a highwayman attempts to rob me and I trap his soul, am I then evil?

... ha ha, no. He forfeited his ability to go to heaven when he assaulted me. But don't worry, I'm not unreasonable. When I use him to recharge my equipment he will be dispensed along with the gem so his husk of a soul can pass on to Sovngarde or whatever afterlife he had prescribed for himself.

In other words, he asked for it.

Well you are always evil when you trap an intelligent humanoid's soul for sure, excepting extreme circumstances, like in Oblivion when you are putting the archmages soul into a colossal soul gem to better combat Mannimarco. That involves using a Black Soul gem and it causes a disturbance in the dreamsleeve or something like that by picking a soul out of the cycle like a thread in a rug.

There is a major difference in TES when using a black or normal soul gem. I think that is supported somewhere but idk where. I could very well be wrong.