Fans who purchase Elder Scrolls V: Skyrim on Steam will be able to pre-load the game before it's November 11th launch date. In attempt to ease slow downloading on it's actual launch date, Bethesda will make Skyrim available for download a few days before the actual game releases. This doesn't mean player's will get early-access to the game, however. The pre-load will only allow players to download it and ensure access to Skyrim the second it launches.
Bethesda's Director of Marketing and PR Pete Hines confirmed the Elder Scrolls V: Skyrim pre-load via Twitter, answering multiple fan questions. "Yes, you will be able to preload on Steam," said Hines when asekd by fans. He didn't actually reveal the date fans can begin pre-loading, however.
Bethesda allowed Steam pre-loading on their previous title, RAGE. RAGE'S pre-load was made available two days before it's release on October 4th. If Bethesda takes a similar approach with Skyrim players should have access to the pre-load November 9th, or two days before the actual release. Imagine the tease of having to see Skyim on your PC everytime you turn it on, but not being able to play it.
In the event that you won't have access to Steam in the days leading up to Skyrim's release, it shouldn't be too much of a problem. Despite the massiveness of the game and it's lovely graphics, Skyrim is a mere 6GB in size thanks to it being "more optimized than we've ever had before. And faster." Hines confirmed earlier that the better optimization is a result of a "new engine & we're much better at compression (art/voice/data)."
Given it's relatively small size, it really shouldn't take long to download if you waituntil the actual release date, but I don't think those dragon's are going to slay themselves. Why waste a minute after Skyrim's release date to begin your dragon sould collecting?