That sort of question would have been pretty redundant if asked when the game was first released back in 2011, but today it's perfect, as a new mod called Pirates of Skyrim has been released and it lets you do just that.
In it you can hire crew, sail your ship around the seas, engage in battles and pillage away. This is no simple experience though, as while not very long, you will need to manage your crew's morale, explore the ocean floor for sunken treasure and make sure that you look sufficiently captain-like with new gear, hats and weapons scavenged from your travels around the game's seven seas.
Although not quite of the calibre of game that Assassin's Creed Black Flag is, for those looking to perform some piratical actions in the world of Skyrim, you can now do so, with each port you visit granting a new randomly generated event. You might bump into an enemy ship, encounter a storm, or have to bargain with a trade captain.
Other ships can be owned by different factions and races, so how you deal with them will vary depending on who that is.
It's been years since I booted Skyrim up at this point so I doubt one more mod will entice me, but are there any diehard fans among you that might like a slightly different experience with the game?