Unlike fiends or constructs, fey creatures have few traits that link them together. According to the Monster Manual, the fey are closely tied to the forces of nature and can be found on both the material plane and some Outer Planes. Examples are also quite various, but largely humanoid: pixies, hags, dryads, and satyrs. Therefore, both lore and mechanics offer quite a lot of space for selecting fey creatures from the Elder Scrolls lore.
I started by finding equivalents to existing D&D monsters. Obvious ones include dryad/spriggan, and hag/hagraven. Elder Scrolls imps have more in common with the fey than fiends, as scamps take the place of lesser fiends. Lurchers are corrupted nature spirits somewhat similar to blights or shambling mounds, but I decided to give them the fey type due to their origins. Lastly, I included wisps and wispmothers as they have a strong fey feel to them.