I've got hundreds, but I've managed to boil them down to a short few:
Walking down the path from Helgen to Riverwood for the first time. Beautiful scenery, nice weather, and only two wolves down the path so I could take it slow and really take in the world
Seeing the Imperial City from the road to Leyawiin. I was blown away by the monumental scale and the view of one of my favourite locations in all of Tamriel, with Masser and Secunda crusading across the heavens as I stood on the colossal bridge spanning the south of Lake Rumare. My favourite location in Cyrodiil.
My first time playing Morrowind when I realised that the Silt Strider was a living thing. I felt a little intimidated standing next to that behemoth!
Basically the entirety of Oblivion's Dark Brotherhood questline :hearts:
Visiting Sovngarde.
And my number one memory would be the Battle of Bruma. I'd done all other quests and questlines that gave me followers, and I rounded everybody up and the carnage commenced Besides my Mage Apprentice running up to a Dremora lugging a massive warhammer and punching him (you can guess how that went) my guys did quite well, and the defenders suffered minimal losses. Felt good to see my efforts not go to waste.