Skyrim is about freedom of play, altho the story is not terrible.

If you just want to enjoy the story try some edited YouTube videos. Plenty of games have those, like a fan made movie.

If you want RPG with heavy focus on story then check CRPG. They tend to be slower, have tons of dialogs, etc. You will spend more time reading, making story decisions, etc, then killing things. Some JRPG are also great on narrative.

Or pick a game around an IP you are interested on. Like Witcher 3 (maybe you read the books, or watched the TV show, etc). That way you can combine the game story with the other media for a more completed package.