A while ago, I was banging on about the random events in the world of Red Dead Redemption and how they helped increase the sense of immersion and my fondness for that game (at least, the first time you encounter these random events. After six or seven attempted horse-jackings, it all becomes rote bullshit).
Skyrim, on the other hand, is genuinely amazing. There's so much to do -- not just story stuff, but random, one-off things -- that you find yourself investing deeply in the characters. I found myself nodding along to John Walker's story of 'his' Lydia. It's a totally accurate description of how this game gets its claws in you and you find yourself doing things (and enjoying doing things) in the game that sound completely cracked if you try to explain them to other people.