According to Eurogamer, Bethesda sent out a note to press alongside copies of the game advising players to clear out the Xbox 360 cache in order to more efficiently run the game, allowing for faster load times of saved games. The note read as follows:
Skyrim makes heavy use of caching to the hard-drive, and the initial load could take more time if the game is not fully cached already, or installed to the hard-drive.
Caching takes place over the normal course of gameplay, but can be cleared by playing other games or manually cleared in the Xbox Dashboard. Save game load times could also potentially take longer if the cache is cleared.