Exploring Skyrim can be a beautiful, but lonely experience. Sure you've got followers and pets, but they're more like pack mules and shields than other people.
Some people feel that the loneliness adds to the beauty.
But if you don't, there's a mod that will allow you to let a friend tag along.
Couch Co-Op Companion is in alpha and nowhere near finished. It allows your friend to essentially plug in a controller and start controlling a companion on the same screen. And yeah, you can keep your AI companion if you need Lydia to carry stuff and complain.
The modder Nenilai Xilodel explains the mod as sort of a "Sonic and Tails" mode for Skyrim, which should give oldschool gamers a good idea that the second player, as Tails, isn't going to have the same control or experience as the first player's Sonic. Indeed the second player's controls are simplified.
If this sounds far-fetched so far, you're not alone. But Nenilai sees your skepticism and raises you self confidence and optimism.
"I don't like to hear the concept 'Can't Be Done', even if you have to turn left 3 times to turn right it can be done >_<, so when I saw a forum post over a year ago stating 2 player couch coop couldn't be done in Skyrim, even without ever using the creation kit, and having no clue what Papyrus was, I decided I was going to do it," Nenilai says in the mod description.
Well, let's hope he actually does it. More co-op options are always a good thing.
Mod page
here.