If you have this problem, to fix this you have 2 options.
1. Run Directly from Game File
- Navigate to your Steam installation (By default C:\Program Files (x86)\Steam)
- Then goto the SteamApps\common\skyrim directory
- From here just run TESV.exe directly.
- If it's missing, goto option 2.
2. The game file TESV.exe or any other file is missing.
- In Steam, right click Skyrim
- Select Properties
- Goto Local Files tab
- Click "Verify Integrity of Game Cache"
- It should download all broken/missing files.
- This didn't seem to fix it for me first time. So if it still doesn't work, try doing this same fix it just one more time.