Raven Rock
I came upon a side quest (within the miscellaneous category) that involved my having to go to Raven Rock to retrieve an item for... I forget his name... the wizard who helps you and Carlia in the Nightingale missions; this mission occurs at some point after you begin the wizard college stuff. Anyway...
Went to my quests, activated that quest, but nothing came up on my radar. Went to maps, scrolled around and around, and no little arrow to indicate "here I am!". Ignored this, did a few other missions, restarted the game, and still nothing.
Turns out, after a quick "Skyrim where is Raven Rock" search on google, that Raven Rock is an island that blah blah blah, and can only be gotten to by renting a boat from the docks over by Windhelm. The fee to cross over to Raven Rock will set you back 250 gold.
Raven Rock, it turns out, is the capital city? main port? of... umm... I'm sure I can look it up, but right now don't want to. This is Morrowind territory. The city is populated mainly by dark elves, followed by Drummer. How do you know this is in Morrowind? Besides the first drk elf you encounter telling you so, when you wander the shoreline, you'll come across those big floating cow-like jellyfish thingies.
There's quite a bit to explore here, so be prepared! New alchemy ingredients, new ore to mine... all those times when we're blacksmithing and see chitlin armor? Those pieces come from here.
Right now I'm currently circling the island; once done, I'll trek through the interior. Plan on clearing the island before heading back home. If memory serves, I believe you can acquire a home in this land, which will come quite handy when you get over-burdened.
**note**
I just looked it up. The name of the manor is Severin Manor, and this is only available in the Dragonborn DLC. I don't know if Raven Rock is only available in this as well or not.