I'm new to this entirely so the whole game has been one big wow moment XD
But...If I had to choose it would be this. Had just gotten out of saarthal during one of the Mage school quests, and was heading back to the college. Thought since I had killed the wolves in the area on the way in I wouldn't have any problems. And there lies the issue. 3 ice wolves ambushed me, without so much as a howl to let me know they were there. And by murphy's law there would have to be a vampire that followed the wolves. I ran, of course. Too many monsters...the three wolves attack at once, and my currently lowish health bar shrank. I started to try and take out the wolves, chugged a potion, and then the vampire commited himself to the fight. It was at this focal point of murphy's law that the dragon roared.
He appeared right overhead as soon as the vampire stabbed me, and all I was thinking was "screw you too! Come get some!" I aimed a shout directly overhead and he came down, killed the wolves, flew up and back down next to the vampire, and frosted him as well.
So I'm standing there, ready for my untimely death, and there he goes off into the snowstorm. Buwaaah? Dragon swooped down to save my butt? Anyone had anything similar happen?