Are there any inherent rewards in quests?

I just did a quest in Skyrim (might have been a random one) and I got no benefit from the quest itself. (No gold reward, and no plot advancement)

Was there something I gained that I'm not aware of?

Did my skills go up a bit or anything like that?

Solution 1:

If the quest doesn't provide an outright reward, are you sure none of the following are true?

Did the quest pave the way for another quest?
Does the quest-giver NPC like you enough now to follow you or marry you (disposition raised)?
Fun loot somewhere in the quest-related area?
If NPCs died, did they drop any keys to doors or buildings?

Some quests are just there to be tasks, not all have awesome rewards. Some might be tutorial-like quests (especially if you got it in a town).

Also keep in mind that there are two quest-related achievements beyond the main quest and faction-related achievements:

Aside from the actual skill points you gain by "acting" out the skills, nope.

You generally find a chest with gold, a word wall or a neat weapon though on most quests so the appeal really lies within those realms.