One of the things I love about Skyrim is the randomness and the amount of details put into everything.
I was out exploring earlier with my fellow Khajit companion, out of the blue I'm attacked by three Thalmor dudes, I manage to pick the first two off, but my companion is killed by some awesome-looking lightning attack from the third (which looks like Star Wars or something), later when I loot the corpses I find someone has sent them to kill me, and the letter also said "Beware, this guy is dangerous", which made me giggle.
Oh yeah, after that I found a cool place north of Markarth, one of those ruins.. and I killed off my second Dragon Priest to get another mask. There was also a word wall, so great stuff.