Skyrim has a lot of content, but not a lot of it is anything that makes you care about the characters you meet. They're just a bunch of people with one problem they want fixed, albeit usually a very odd problem, and most of those problems are just going into a dungeon and killing everything inside it to get some do-dad. The fun comes from the order you chose to do them, how you did it, and even a few self made goals.
I, for example, murdered an exceptionally annoying NPC in the middle of the night while having an empty, Black Soul Gem, capturing their free soul inside the crystal. I then used the Black Soul Gem to enchanted a set of dirty rag shoes to grant a minor, magical boosts for the wearer. I then took those shoes to the ocean to the north, swam out as far as I could, and let them sink to the bottom of the sea.
If you want depth of character and such, then I suggest The Witcher. They're also Mature rated, so be prepared for swearing, dubious moral dilemmas, murders, and nudity.
Also, if you don't mind older level games then I suggest going onto Steam and getting Vampire The Masquerade: Bloodlines. I just started it, but everyone says it is a good one.