I have a couple of locations, myself...

1. The College of Winterhold. When I first went there, a month after I got the game, it was snowing where I lived (IRL) and I just remember feeling cozy inside with the occasional nip from the cold outside. It really connected to me because it felt like I was literally right there.

2. Road from Riften to Whiterun. With all my fast travelling and running in straight lines to quests and running over mountains, it took me over a year just to discover this place. It's amazing! I was playing a scout, so I had Light Armour and a Hood, and it was raining. The trees seemed to form a ceiling over the road, and it felt like I was in an entirely different world.

What are yours?

The area above the exit of Darkwater Pass, because of the Waterfalls and view of Eastmarch Hold.

That southern area from Falkreath, Whiterun, and Riften.

the lunar forge

The College of Winterhold is special for me, I think it has a great atmosphere, I love the echo!

I wish more quests there involved 'campus life'.