Even to claim Skyrim during the Merethic Era, the Ancient proto-Nords/Atmorans who settled there had to contend with Falmer (Snow Elves) and Dragons the former native to the land, and the latter who maintained their base of power and cults there. As if that wasn't enough already, the climate is freezing cold and unpredictable, especially in the northern holds of Winterhold and The Pale. Ancient Dwemer ruins dot the landscape, still full of their Mecha-Mooks and Death Traps. The draugr are restless in their Ancient Tombs. Werewolves lurk in the night-time forests.
Giants wander the wilderness occasionally attacking settlements looking for goodies.
Skyrim, their homeland, is filled to the brim with dangerous predators such as wolves, bears, sabretooth cats, and frostbite spiders. These changes are said to be indicative of a cursed placed on them by their Daedric patron, Azura, for disobeying her in regards to the Heart of Lorkhan as well as the Tribunal (likely) murdering her champion, Nerevar. They were formerly the Chimer, close relatives of the Altmer with pale golden skin.