I have found about two Skyshards. I tried searching but am too immersed in the game.
What can Skyshards be used for? So far I have 2/3.
Every time you find 3 Skyshards you will gain a new Skill-Point.
The locations of all the Skyshards can be found here.
Actually i suggest everybody install this addon (or something like it): http://www.curse.com/teso-addons/teso/skyshards
I have found it to be insanely useful. Get lvl 10. Enter into some battleground which your alliance controls most of - and get tons of skysharding action :)