Skyrim is an adventure of life.
In your life you're happy or sad, alone or crowded with people, going uphill or downhill, facing enemies or friendly faces, carrying out missions or sitting and relaxing, you can be a thousand things throughout the journey. And that's exactly what this game presents to you.
Quoting from a Youtube comment, when the dragonborn dies and Serana asks to turn him into a vampire so that he could live forever, he said no, "It's a good adventure after all."