I heard somewhere that in prior games the hint for the next game's plot would be hidden in a small line of dialogue. Like the ravings of a mad man or something?
It's official! We're off to Elsweyr!
I'm pretty sure that in Oblivion, they kept hinting that the High Elves were gathering their strength, and were planning some military action. It's a vague hint at the destabilization of the empire, but I don't think it ever explicitly mentions Skyrim.
Still, they DID hint at a new conflict brewing in Elseweyr in one of the books in Skyrim, which might be a clue. If I recall, at the time of Skyrim the Khajiit of Elseweyr are having a civil war, fueled by the Aldmeri Dominion. Elseweyr was polarized into two nations, one still married to the ways of the broken empire, and a smaller Khajiit nationalist faction (possibly under a new Mane), and backed by the Dominion. Old lore details some conflict between the Bosmer and Khajiit too, in the jungles.
I could really dig something with a fantasy hybrid Persian/Turkic/Aztec feel if done well, featuring warring desert city-states, and traditionalist jungle cities with their Moon worship. Could be a really neat setting!
EDIT: It's kinda topical too, if they marry it to the cultural divisiveness of the Middle East, and the whole occupation thing. Not sure how I'd feel about that, but I could see it being a potential direction, considering how factitious the region has been, culturally and militarily, through history.