I absolutely love the background aspects of Skyrim, the enormous amounts well written books in-game are just like candy to me.

"Oh look a copy of Gods and Worship, screw that bloke trying to attack me! Let's read!"

I also love seeing things like the Admonition against Ebony, where it was a handwritten note from the Jarl and his court wizard warning you not to take the daedric weapon the Ebony Blade. It just adds to the experience.

My favorite easter egg from skyrim was seeing the dead troll underneath a dwemer bridge, smurfing hilarious.