It depends on the age of the laptop, and its specs. If you have a new laptop with a dedicated GPU, you have wider options. If it's older and / or has an integrated GPU then you don't have as much choice.
So, if your system is newer you may well be able to play games like Skyrim on lower settings. If it's not, then going for titles that are 3+ years old is probably a good place to start. The advantage there is that they'll be a lot cheaper and are still a lot of fun.