One tradition of Elder Scrolls games is the presence of books scattered through out it, a tradition continued on in Skyrim. Hundreds of books, some from previous games, others entirely new, an be found and read by the players as they quest through the lands. There are a variety of stories, history and more that help flesh out the world in text. Many are easily classified as short stories, or perhaps flash stories, but they are stories. Collecting the books and reading them is a big part of what many fans enjoy about the Elder Scrolls series, and I am one – one of these days when the creation kit is available for players to mod the game with, I am hoping someone comes up with a library/museum mod to store all the books collected.
For those who wish to read the books from Skyrim, and previous games, but not in game, there is a website devoted to it – The Imperial Library.