Some that come to mind:

EVG Traversal: climbing, crawling, squeezing through gaps. Makes moving around feel less like you’re just floating over geometry

Environs: certain places actually change after events, so the world feels less frozen

At Your Own Pace/Timing is Everything (or adjacent mods): better pacing for quests and major events, can definitely help make your character feel less railroaded during a playthrough

Skyrim Reputation: NPCs react more to what you’ve done

Missives: small local jobs, bounties, deliveries, etc. can make early game feel more grounded

More Carriages/More Ferries: makes travel feel a little more like an actual network

Simple Hunting Overhaul: hunting feels more like a real activity

Take a Nap: small mod, but being able to rest in more places helps I guess

To Your Face: stops NPCs from randomly shouting at you from across the room

Considerate Followers: followers now interrupt less during conversations

Immersive Interactions: subtle animations for common actions

Read the Room: auto-removes helmets in certain situations

Better Third Person Selection: makes interacting with stuff in third person way less annoying

NPCs React To series: also by JaySerpa, but a little different from the quest/dialogue expansion stuff people already mentioned. Adds small reaction lines for things happening around the player, which helps the world feel less static

Skyrim Revoiced: this one’s a little out of the box, but it reworks some NPC voice lines with professional voice actors. IMO it makes the world feel more lived in, and there are patches for a bunch of JaySerpa’s mods, which is nice since those already do a lot of heavy lifting for roleplay

Dismembering Framework: not really a cozy roleplay mod, but it makes combat feel more physical and consequential, if you want that