I have tried the sound things everyone has answered with, but none have worked. I just bought the game yesterday and haven't been able to play yet. I can give additional information if it is necessary, I would just like to get this fixed.
Okay, so I messed around a bit more with it and here are things I noticed:
I run DirectX 11; When I first click on play Skyrim in Steam I get a message saying "Installing Microsoft DirectX". This does not happen when I play Crysis 2. Also I have no DirectX problems with Starcraft 2 or Team Fortress 2. I also have Win 7 64 (if that helps lol)
I adjusted sound to 16 bit 44100k or whatever DVD quality and tried pressing play and changing the options to windowed, antialiasing off, etc. nothing worked. When I hit play Skyrim after Steam finishes it's DirectX thing, nothing happens. The game does not load at all.
Hmmm... It sounds like it might just be an issue with DirectX on your computer, for whatever reason. I know you said you don't have any problems with other games, but... I'm not sure. It might just be a Steam issue. If every time you go to launch the game, Steam's suggesting that it's attempting to install some addition to DirectX, then it sounds to me like it's just not finishing what it's trying to do.
You might want to search for DirectX help and see if you can uninstall it completely, then reinstall it. I think you might have to install DX 9 first, then DX 11? I'm not sure. I actually had to reinstall DirectX to diagnose something, a few months back, but I can't remember if that's the case or not. There might just be an all-in-one installer.
I'm sorry if that's not too helpful, but it seems I'm the only answerer so far, so I hope it's at least of some help in diagnosing your problem.
Steam (on my system, anyway) performs 3 steps when running a new game for the first time, 1 of 3 which is something to do with DirectX. I normally wander away for a cup of tea so don't pay much attention but it sounds like Steam is doing it's thing there. Have you just left it for a while to see what happens? If that's not working, try uninstalling and reinstalling Skyrim, too.
Ran dxdiag and says I have DirectX11
Is there anyway to uninstall DirectX from Windows 7 64-bit?
Uninstalled Skyrim and Reinstalled: Same error persists
Everytime I click play skyrim, the DirectX download thing for Steam comes up
ok, I found what you need to recreate directx11 in windows 7. Please be careful and make sure you follow the steps slowly. You are editing the registry.
Are you trying to install DirectX Software Development Kit?
You may try the below steps and check if this helps.
Important This section, method, or task contains steps that tell you how to modify the registry. However, serious problems might occur if you modify the registry incorrectly. Therefore, make sure that you follow these steps carefully. For added protection, back up the registry before you modify it. Then, you can restore the registry if a problem occurs. For more information about how to back up and restore the registry, click the following article number to view the article in the Microsoft Knowledge Base:
How to back up and restore the registry in Windows: http://support.microsoft.com/kb/322756
1. Click on Start, type in regedit and press enter.
Now in the folder tree on the left hand side find HKEY_LOCAL_MACHINE and expand it.
2. Go to SOFTWARE and expand it.
3. Go to Microsoft and expand it.
4. Look for the folder under here named "DirectX". (If it is not there follow the below steps.) If it is there, delete it because we are going to recreate it.
5. Right-click on the free space on right hand panel. Select New > Key.
6. Now right click in the empty window on the right and add this data (there will probably be at least a Default string value located here, just leave it)
7. Right-click New->BinaryData
Rename it to: InstalledVersion Type:REG_BINARY Data: 00 00 00 09 00 00 00 00
8. Right-click New->DWORDValue
Rename it to: InstallMDX Type:REG_DWORD Data: 0x00000001
9. Right-click New->StringValue
Rename it to: SDKVersion Type:REG_SZ Data:9.26.1590.0
10. Right-click New->StringValue
Rename it to: Version Type:REG_SZ Data:4.09.00.0904
11. Restart the computer.