The Solstheim expansion was pretty good. Not deep, especially, but the change in scenery was interesting, the new materials and assets nice to have, and the minor callbacks to Morrowind appreciated.
Falskaar was remarkably good for being mostly the effort of one person. It's worth noting that it's mostly about fixed points of interest and one core story. There are nowhere near as many emergent moments as in official Skyrim; Falskaar feels pretty empty as a result. But it's quite pretty, and the main quest is competently implemented. Plus the voice acting is better than expected... and different from the voices in Skyrim, so that's a relief.
As for modding, I played vanilla Skyrim for several hundred hours, including finishing the main quest and a couple of expansions, before adding any mods. I now wish I had added a few key mods earlier on, though, as they make playing the game more pleasant: Skyrim Script Extender and SkyUI are very helpful for improving the UI, plus Skyrim Flora Overhaul, Static Mesh Improvement, Enhanced Lights and FX, No More Ugly Bronze Shine, and of course ENB for world beautification. (I have many more mods than these applied, but these are the ones I'd have used from the very start if I'd known then what I know now.)
And regarding open-world games... they can be a bit overwhelming if you're used to playing more linear games with fewer places, things, and "verbs" to use. Oblivion and Skyrim are in that latter category, but Bethesda's other series game, Fallout 3, has a similar vibe but feels (to me) a bit less unstructured -- the main story line (which tells you where to go and what to do) is somewhat more front-and-center, which can help minimize that "lost" feeling. If you like Skyrim but wish it were a bit less fantasy and a bit more directed, you might enjoy Fallout 3 (and Fallout: New Vegas).