Real Skyrim alternatives

If you don't mind an old game, you could try Arcanum. It's cheap on GOG ($5.99US) and often on sale. Vampire the Masquerade: Bloodlines also is an older first person shooter RPG with a created character which gives you choices about where to go and what to do. It's a lot more linear than Elder Scrolls games, though. You might try KOTOR or the Divinity games, or Mount & Blade series. The Guild series or Crusader Kings let you control a dynasty (The Guild feels more like direct control of one character to me, personally) and those may be worth checking out.

You might also check out some Roguelikes, like TOME or ADOM, but there isn't really a lot of character development in those, they're more about stats and dungeoneering.

Two Worlds (except second one kinda....sucks)
Kingdoms of Amalur

But screw this fantasy right now....STALKER series !!!! (tho you dont create character but still, those are very good games. I'd recommend getting graphic overhauls + some fixes for the Shadow of Chernobyl)

Divinity: Original Sin, Pillars of Eternity. Great games, you should check them out.

Jade Empire. It's free on Origin.

Pillars of Eternity, Dragon Age Inquisition, Knights of the Old Republic, Mass Effect, Fallout series. If you like survival games, maybe take a look at Savage Lands - it's a multiplayer survival game in a medieval fantasy setting, can be played as singleplayer though.

Enderal! It's a Skyrim mod but It look great. I'm eager to play it

Hmm, not sure there is anything which I would consider very similar (cept obviously Morrowind/Oblivion and their overhauls like Nehrim). Kingdoms of Amalur is the one that probably comes closest, but it kept giving me the "unfinished" feeling. SWKOTOR is wonderful but the world is pretty small (and I'm not sure it would meet your "me" requirement). Vampires The Masquerade is great and unique but it's a very different world, more dark and gothic. I heard Two Worlds 2 comes pretty close (the second one shouldn't be as bad as the first), but haven't played it myself. Games like Baldur's Gate, Neverwinter Nights, Pillars of Eternity might end up being closer to what you are looking for.

What about the Mass Effect series? You can shape Shepard to be how you like him to be.

Fallout 3,NV and 4 are like Skyrim with guns and no magic :D

I'd suggest getting Mount & Blade: Warband, and trying out some of the many mods that put you in a fantasy universe. As you're looking for fantasy-themed games, I'd recommend "The Last Days of the Third Age" as a great LOTR mod, "Warsword Conquest" as a good Warhammer fantasy mod, and "A Clash of Kings" if you'd like to sate yourself with the Game of Thrones world. If you'd like further mod recommendations, you only need ask.

I second the recommendation for Kingdoms of Amalur: Reckoning. It's a pretty nice game, if you don't mind the art style and limited character model customization options (I'd have liked more hair). Not a bad story (it's by R.A. Salvatore), crafting's pretty decent, and I found the skills quite satisfying.

Beyond these, I might suggest looking into D&D Neverwinter. I've never played it, but it looks pretty good to me, and is free-to-play. I believe that the Alienware website currently has a few giveaways for decent starting gear.

http://store.steampowered.com/app/367500
Discussion closed

Here are some recommendations beside the obvious Morrowind/Oblivion ;)

Mount and Blade Warband is a big favorite of mine, but it's more or less a strategy game rather than a 'Quest RPG'. If you hated the Radiant AI quests in Skyrim then you'll probably hate the quests in this game. Nevertheless, it's an amazing game which is more about recruiting and leading your troops to battle. The Single Player battles during a campaign are pretty awesome, it was great to destroy rival armies and capture their leader. Multiplayer battles are very exciting (and there are always some idiots who can make you laugh online!).

Kingdom of Amalur is a great game in a very colorful fantasy setting. It has some unique type of weapons beside the standard bow or sword like chakrams (which are AMAZING and definitely my favorite weapontype of the game). I loved the combat, every attack counts and feels right. The story will take you from dark forests to huge castles to deserts to a floating city etc etc. It doesn't have as much freedom like Skyrim and all areas are leveled. The quality of the quests ranges from extremely boring to WOW THIS IS WONDERFUL! It does have a little problem with the scaling though as you're able to overlvl quite easily... All in all it's a wonderful RPG!

I would also like to recommend Drakensang: River of Time. I haven't been playing it that long, but so far I'm loving it. The depth of the lore seems really great and the setting is very fantasylike!

Um, maybe Mount and Blade?
Oh nvm person above me said that lol

Besides above suggestions, maybe refreshed Baldur's Gate series? They were pretty neat back then and now they are available in modernized form. You are "yourself" besides the whole ancestry business.

And, if you can stand old graphics (though backgrounds are some of the prettiest in any 2D game ever) I can recommend Planescape Torment. Excellent writer, you play character with no name or past and it's up to you how you interpret him/her. It's unbelievably deep game, writers thought of more than most players would ever do or ask and it's honestly a game where mental stats of the hero are far more important than combat bonuses. Imagine you can convince enemy he doesn't exist (or make imaginary character start existing by willing it so) and due to the nature of setting, it becomes true. It has something for everyone, I feel, no matter your playing style.

I'll toss another coin in the "Kingdoms of Amalur" bucket. If you want an MMORPG with the same kinda feel, I'd recommend Tera or Path of Exile. And, personally, I find Dark Souls and Skyrim quite comparable, but maybe I'm just crazy. Actually, now that I've reread your first post, maybe Dark Souls is right up your alley. You can make your own character and go about adventuring. The world is admitelly far less open than Skyrim, but it's jam packed with fun and great level design.

I also forgot Legend of Grimrock exists. Which i shouldn't, because that game is pretty cool if you're into that sort of stuff.

If you want something immersive, I'd suggest Ryse: Son of Rome. It's currently really cheap, it's gorgeous, has tons of blood, an easy-going combat (much like Batman Arkham series), but it's way too linear and short.

Since I don't really know what you appreciated in Skyrim, I can't say you'll enjoy it, but I'm currently in love with it, as it gave me some really memorable scenes. It's a masterpiece.

If you want something more of a RPG vein, Two Worlds 2 and Kingdoms of Amalur are great choices, specially because they have a great combat for the genre.

Not out until next year, but this game looks pretty sweet: Kingdom Come: Deliverance

Arcanum? Planescape torment? im out of ideas really :P

Witcher 3

Elder Scrolls Online maybe. I only played during the free weekend but some parts of it play quite similar to Skyrim.

All the ones from the top of my mind were said already. Did anyone said Risen? Risen 2 - 3 are quite lame but the first one is really immersive.

A oldie and gold classic that isn't full open world but is hugely immersive is Arx Fatalis. Seriously, this game sucks you in the shoes of your unamed prisioner fugitive in this underground fantasy world like few modern games have achieved.