You should have acted. They're already here. The Elder Scrolls told of their return. Their defeat was merely delay until the time after Oblivion opened, when the sons of Skyrim would spill their own blood. But... there is one they fear. In their tongue he is Dovahkiin; Dragon Born!
All the greater cities in Skyrim are exciting places bustling with people and events. They are all well-designed and beautiful. This is Solitude, probably the greatest one. My own favourite is Whiterun which looks properly Nordic/Medieval.