I didn't think that the game needed to explain why the player was the Dragonborn, the world needed to be saved from a dragon invasion and only Dragonborns can do it.
That's what often seperates good storytelling from bad ones. Deus Ex Machina! The gods decided to send you on this incredible fetch-quest of uber-awesomness to save the world from ancient and unspoken evil that could devour the world any minute! The next thing the player does is spending the rest of his days hunting bears and getting drunk in a tavern near whiterun. The world doesn't care anyway. So why should the player?
The issue with this approach is that Bethesda creates a Sandbox environment that doesnt take it self seriously. I mean it is alright that the world/game gives you a lot of (rather meaningless) stuff to do. But when it comes down to the pacing of the story and the story telling than someone at Bethesda really creates a huge mess. They always try to give the player this feeling of epicness or urgency to the plot, but it simply doesn't work out well. For many different reasons. One is that the plot simply doesn't look epic. Towns with 20 people getting attacked by a group of 15 soldiers ... and they call it a civil war. Or a demonic Invasion on the whole province stoped by a group of people (see Oblivion). The other is awfull writting that never acknowledges what the player does. Morrowind was doing a much better job here in my opinion as it simply avoided any battles of epic proportions. Everything was in the loore, the time of big battles was long over. And the job of the player was to stop Dadoth Ur BEFORE he became a real power and building a huge army to take over the land. Urgency and pacing doesn't work so well in a setting where the player can be so damn easily distracted by every flower on the wayside. Saving damsels in distress or a situation where in real situations minutes would decide the outcome ... oh but the player has still to clear a couple of dungeons and hunt some deer or what ever.
I understand why so many people, particularly those that actually don't like RPGs, feel so happy with Oblivion/Skyrim/Fallout 3, they can do everything without real consequences, but the storytelling of those games is still awfull.
The only situation where Skyrim actually feels really awesome is the first 15 min. after the game starts. Why? Well because the player has no clue about the plot. The character is simply thrown in to the world with a chance to start completely fresh. That is actually a good thing! Because there is no urgency and it works very well with the pacing of the world. It invites you to explore and do something as you don't have a reason to believe that the world is in real danger, things really start to go downhill after Whiterun in my opinion. When you become the Dragonborn.
What I don't understand is why Bethesda (or most RPGs actually ...) never give the player the chance to actually ... fail, in something. Imagine if you have a situation with hostages and if the player acts to slowly or simply doesnt care, the hostages die, where the NPCs might even blame the player for it, lowering his reputation, the game doesn't have to stop here of course, just creating different outcomes. Maybe sometimes even quests you simply CAN'T win, no matter what you try. The whole world always feels like it is only waiting for you, yet no one cares that you solve their little issues.
Such situations where you can fail though would have to be used sparningly of course, or they become just another boring game element. But if used carefully it can spice up the game and story a lot. Another really great situation in Skyrim was the Infiltration of the Embassy, not so much because of the story, but because it was "different", it really feelt like the skills that you got up to that moment could be used effectively! Characters with high stealth skills had really an chance to use them now and if you failed here than you had no chance to get out to level them up. You had a chance to really roleplay here, a rare occasion for Bethesda games. More of that please! Sadly there was really not enough of such situations in the game. Same for Fallout 3.
Giving the player a lot of skills is one thing, creating real oportunities to make some use out of it another. In other words, creating a role playing experience.