Yeah, you'd be amazed what you can do to Skyrim. Some of the mods do things that are hard to believe without actually seeing it for yourself.
Bethesda games have a great modding community. Once you're done with Skyrim you should check out Fallout 3 and NV and mod them as well.
I'd honestly suggest modding Morrowind as well and skipping Oblivion. There are a lot of cool things you can do to Oblivion, but it's very temperamental and prone to not working right with mods installed. It's an odd bird, a great game but not terribly stable even without mods installed. Once you have some experience you might want to go back and mod Oblivion, but as a beginner you should avoid it until you're confident you know what you're doing.