As big as Skyrim seems, Dark Souls is a much stronger RPG in almost every aspect. In Skyrim it is never really a question of "What quests do I want to do?" but rather "What order do I want to do them in?", and instead of "How do I want to develop my characer?" it's "How can I get him to the max level with maxed daedric armour and weapons quickest?"
In Dark Souls souls however there really is no right answer to these questions, and so who you roleplay as is completely down to you. Do you want to go ware heavy equipment and go around like a tank, absorbing every hit you take and smashing everything in your path to the group, sacrificing your speed, or so you want to use light armour and weapons to doudge attacks and catch people off their guard? Perhaps you want to go for something a little different and were spiked armour with a shield with a great big spike in the middle, so you can hurt people just by jumping at them? Perhaps you want to go for a weapon with long reach instead, or go for one with poision or bleed so you can use more abstract methods of taking their health down?
And then there's the covenants, in Skyrim there's only 4 guilds of which the game's achievements encouage you to become a master of all three. In Dark Souls there are 9, and you can onle be a true follower of one. Do you want to become a Chaos Serpent, get a pretty niffty chaos fireball spell and eventually the awe-inspiring Chaos Storm, whilst also unlocking the gate to the demon world, or would you rather follow the Path of the Dragon, transforming yourself into a fire breathing human/dragon hybrid? Maybe you want to become a Dark Wraith, gain the powerful red eye ord and dark hand to steal people's precious humanities, gather enough and you can start to look like the Grim Reaper himself, or perhaps you would rather become a Blade of the Dark Moon, charge your weapon up with holy power and take revenge on those swines that killed your beloved princess?
Then there's that one part that makes up the "role" in "role playing game", the class system. Do you want to be a warrior and start with one of the best longswords in the game and slam it into monsters with your outstanging strengh, whilst being useless at magic, or settle with a Theif to start with a mater key that gets you access to all the starting loot early on, as well as a second starting gift of your choosing. Maybe you want to venture for a Cleric and be the only class who can carry up to 10 castings on your healing spell whilst also being able to defend yourself in combat, or maybe a Pyromancer is more up your street, starting the game one level ahead with great offensive skills, but specialising in a type of magic that doesn't scale with any or your stats. You could even chose the deprived class to give yourself an extra challenge, and to be granted the chance to reach the highest level there is.
All this is what makes a role playing game a role playing game; choice. Sure Skyrim has a large expansive world to explore but it means nothing without any relevance to who's exploring it. It may as well be a large white rectangle with random monster and item placement; you're still going to end up with the exact same character, all that would change is that your stats would be a little higher because you wouldn't have spent so much time looking at all the pretty waterfalls. And another thing, I don't like the way Skyrim just puts a giant "go here" arrow up for you whenever you get a quest and then talks you through every action you must do like you're some kind of braindead kid who's getting trained how to use the toilet, I much prefer Dark Souls do it yourself approach here as it gives you all the info you need to know and if you don't read it, then tough, it's your own damn fault, and if you can't get through an area without dying it's up you to figure out how you can get around the problem, whether that be using a different weapon, fighting the enemies in smaller groups, using a spell to sneak past or distract them, looking for a shortcut to boycott that part of the game altogether, or whatever else your imagination can think up. It's all down to you, not the game, but you.
So, there you are folks. That's why Dark Souls is better than Skyrim.