Thats good news. Makes me wanna try them out, honestly. I've played a sneak character in Skyrim and i could get close to the enemy without being noticed and get a nice sneak attack bonus.
Also i've come across some tips and tricks and they said don't hunt for uniques at the beginning as the items scale up with your level you get more out of it when you obtain them at a later point in the game.
It's also good to understand the lockpicking mini game, when you tab up the tumbler there is 3 different speeds that it can go up at, fast, medium and slow. While you can lock it at any speed its better to use the slow animation to lock it in place.