First off, please feel free to click on any location in the map of Whiterun down below. It will go to the official wiki website with detailed information about the place, but if you want the summary you can just read in this website. These are only some places in the Whiterun Hold.
THe map is huge and that is why there is a big space between the heading and the map. So scroll a little bit down and you will see the Whiterun Hold map.
Whiterun Hold is technically the center of Skyrim, since it is a center of trading in Skyrim. The Hold also has the village Riverwood, and Riverwood is the village that you will first enter to for the main questline.
There are also caves and dungeons in the Whiterun Hold that you will enjoy (the dungeons in the Whiterun Hold are my favorites in the whole of Skyrim) and they have good loot for according levels. The Hold is near the Morthal Hold and the Falkreath Hold.
The Jarl who rules the Whiterun Hold is Jarl Balgruuf the Greater. It depends later on if he will stay as the Jarl or replaced by Vignar Gray-Mane, depending on your progress in the Civil War Questline. But it will be Jarl Balgruuf the Greater when you first saw him as you entered Dragonsreach the first time.
There are more than 500 locations across the land of Skyrim. So, this page is not going to cover every location in Skyrim, because that's just crazy. So, it's just going to cover the important ones.
Let's start with Whiterun. Whiterun is the capital of Skyrim and it is a crucial place to retrieve quests, craft Skyforge items, and be a Thane. You can be a Thane in every city of Skyrim, but we're going to that situation later.
Below are the pictures of the city of Whiterun.
Whiterun is also a perfect location to join the Companions. You can rise into the Harbinger of the Companions. Below is the picture of Kodlak Whitemane, the Harbinger of the Companions.
Sovngarde is not in Skyrim, but there is a portal in Skuldafn (which is in Skyrim) and Skuldafn is accessible only when you finished the quest "The Fallen". So for me, Sovngarde is an important location, even though it is not in the land of Skyrim.
Sovngarde is important because it is a place for the final battle to defeat Alduin, the Firstborn of Akatosh. Below are the pictures of Sovngarde.
Sovngarde is also a place for the dead who are honored in the life before. There will be a guardsman standing outside the Hall of Valor to test your skills if you're worthy enough to enter the Hall of Valor.
Solstheim is not in Skyrim, but it is very important in the game because it is the place to continue the Dragonborn storyline. You can travel from the docks of Windhelm to Solstheim. There are new quests, new armors, and new characters that await you in Solstheim.
Below are some pictures that will give you an idea of how Solstheim looks like.
If you want to know how to go to these places, watch the videos by clicking the links below.
How to go to Whiterun