Have you played Fallout: New Vegas? Did you find the different factions and the struggle for power between the NCR and Caesar's Legion interesting? Then you'll like Skyrim's plot.
One thing I really like about Skyrim is that there's basically no such thing as an empty dungeon. Just about every single camp or dungeon or mine I've explored has something going on at some point. I've met some really interesting characters and had quite fascinating side quests appear organically through my exploration. All the quests are far more involved than in Oblivion.
The only thing is that the game doesn't spoonfeed every detail to you; it doesn't treat the audience like idiots. If you want to know the full, fleshed out story behind it, you have to talk to people, read books, and pay attention to things going on. It actually requires you to think and analyse what's going on and draw connections between what the different people, quests, towns, cities and factions tell you about the world. There's no big sign telling you who's the villain, who's misguided, who's weak, who's losing power, the historical context that caused everything, but the evidence is all there. And it's very deliberately placed there; it's no accident at all, nor something I've just invented by over-analysing things. All those details are there for you to put together for yourself and draw your own conclusions about the overarching conflicts and tensions.
