At the moment it's mostly non-gameplay stuff, like textures or sounds. There are quite a few mods that change the UI, as that's doable currently. The gameplay mods are based on running the console commands in the background, mostly. Either at the game load, or hotkeyed. Even though console is limited in what you can do, there are already some great mods though!
Another category is stuff that can be done by either editing scripts or adding new ones. These are currently the most powerful ones. My modlist is currently over 130 strong, and I keep adding new, interesting mods every day.
What is missing - and will be available when CK2 is released - is full edits to the entire game. I assume we'll get:
Better environments - so better settlements, for example with no loading screens between the main area and the shops; settlement expansions with bigger area coverage and new districts; or even entirely new settlements; probably improved terrain generation, epanded, new or mixed biomes, weather systems etc.
Better characters and creatures (better and/or new alien species, NPC's etc.), questlines (improved quests, new questlines), Items (so new items, new levelling lists, better loot).
100% someone will do a supercruisee type mod, no loading screens when entering/exitting ships etc. Down the line we can expect DLC-size mods with entire new lands, cities, NPC's, quests etc. Overhauled levelling systems.
I mean... the sky's the limit, once CK2 is released. Below are a few examples of what was possible in Skyrim at the peak of its modding. Check them out:
Live Another Life provides an alternative means to start the game for those who do not wish to go through the lengthy intro sequence at Helgen.
www.nexusmods.com
Immersive Citizens - AI Overhaul is a mod whose purpose is to increase player in-game immersion by greatly improving Artificial Intelligence (AI) of friendly NPCs (citizens) in order to make them act
www.nexusmods.com
Ordinator overhauls the perk trees of Skyrim to increase the depth and fun of character building. It is highly compatible with other mods and uses lightweight and clean scripting.
www.nexusmods.com
Apocalypse is the most popular Skyrim spell pack, adding 155 new spells that are unique, balanced, lore friendly, use high quality custom visuals and blend seamlessly into the vanilla magic system. Al
www.nexusmods.com
A mod to restore several pieces of cut content in Skyrim Special Edition.
www.nexusmods.com
Vivid Weathers is the ultimate weather mod for Skyrim. It combines features features from COT, ESS, SS, Vivid Snow, Vivid Clouds and Fogs, Real Skyrim Snowflakes and much much more into an in-depth ov
www.nexusmods.com
An enhanced Skyrim cities and towns overhaul all in one.
www.nexusmods.com
Multiple followers. Manage outfits, spells, combat style, home assignment and level up. Make werewolves or vampires lords. Followers ride horses, make camp, avoid traps, ignore friendly fire, toggle c
www.nexusmods.com
Campfire is the most feature-rich stand-alone camping mod for The Elder Scrolls V: Skyrim, created from Frostfall's immersive and detailed camping system. Campfire is also a modder's framework, allowi
www.nexusmods.com
Inigo is a fully voiced khajiit adventuring companion with over 7000 lines of unique dialogue - much of it about you. He'll level alongside you and avoid most traps. If you're sneaking he won't chatte
www.nexusmods.com
Travel beyond the borders of Skyrim and explore Bruma, the northernmost county in Cyrodiil. Delve into Ayleid ruins, meddle in local affairs or explore the wilds - the journey begins now.
www.nexusmods.com
Skyrim Immersive Creatures adds dozens of new creatures to enhance your gaming experience. This mod adds brand new creatures which fit in to the world of Skyrim, alongside variations of existing creat
www.nexusmods.com
Frostfall is a survival-style mod that adds cold weather survival gameplay elements to Skyrim.
www.nexusmods.com
The Forgotten City is the first mod in history to win a national Writers' Guild award for its script. It is a critically acclaimed expansion mod offering a unique 6 - 8 hour experience: a murder myste
www.nexusmods.com
A DLC sized new lands mod that adds 20+ hours of fully voiced lore friendly (But not canon) quests, dungeons, and more.
www.nexusmods.com
Wintersun adds religion and worship. Pray, worship at shrines and follow the tenets of your deity to strengthen your bond with the deity and eventually reward you with divine strength. In addition to
www.nexusmods.com
Sorry for the long list, but I wanted to show you firstly the scale of some of these mods, but also the diversity of what advanced modding can offer. I could probably make the list twice as long with even more diverse mods, but I think you can get the idea just from the above

Believe me, there is even more diversity, but I don't want to spam the forums
And keep in mind that CK2 is the improved version of the modding tools with much more potential and capabilities. I honestly can't wait what the modders will come up with.