New Vegas is my favorite of all three, followed by Skyrim, and then I liked Witcher 3 while playing it but something didn't click with me and I never played it more than ~10 hours or so. I liked it and the world looked good but it didn't hook me.
New Vegas is a great game but some of the mechanics have aged poorly, or well, they were aged when the game came out and have since gotten worse as better games have come out mechanically. Things like incessant load times (especially in the area of New Vegas proper, which has some of the worst area design w/ loading of any major game I've ever played), and that Bethesda-engine jank that we've all come to know. I also felt that NV was very linear for the first ~20 hours of the game. It does open up and becomes less linear than Oblivion, Skyrim, Fallout 3, and Fallout 4, but for that first 10-20 hours it felt super linear to me, where Fallout 3 did not.
Skyrim is very polished, seems super impressive when you first play it, but then loses some lustre at the mechanics show through and you realize that there's not a lot to the game. But, from hours 1 - 80 it's an excellent game, and so if you can get 80 excellent hours out of a game, even if hours 81-120 are repetitive and hollow, then I still think it's a good game.
Based on that you like GTAV a lot, I think you'll probably enjoy Skyrim and you should play it. Not that they're the same game or anything, but most of the criticism of Skyrim comes from RPG enthusiasts who were unimpressed with quests and activities in the game, or character building... But things like world exploration and other elements are done really well, and so if you enjoy GTAV for exploring the world, then you'll probably like Skyrim as well.
