It seems that somewhere in the constructor of MWRender::CaelumManager an exception is thrown. But since I can't reproduce this problem, I have no way of debugging it.
The only way to tackle this problem would be the identify the reason why it does work for everyone else but you. Could be a faulty installation or a problem with the configuration. First you should tell us what operating system you are on and which version of OpenMW you try to run (self-compiled or binary download; version number). Also please show some logs. At least all of the text printed to the console (prior to the error message).
Version of OpenMW is latest 0.11.1 (binary downloaded).
OpenMW console window before fall:
C:\Games\openmw>openmw
Using global config file: openmw.cfg
Using user config file: openmw.cfg
Using default (English) font encoding.
No master file given. Assuming Morrowind.esm
Adding C:\Games\morrowind\data files\bloodmoon.bsa
Adding C:\Games\morrowind\data files\Morrowind.bsa
Adding C:\Games\morrowind\data files\tribunal.bsa
Data dirC:\Games\morrowind\data files
Loading ESM C:\Games\morrowind\data files\morrowind.esm
Exception when attempting to add sky: invalid string position
Looks like your resources path is pointing to the wrong spot. IIRC the Windows download for 0.11 was a simple archive that you had to unpack without any further installation process. Among the stuff you unpacked there should be a directory named resources. That is where the resources path should point to.
The resources path is specified in the openmw.cfg file or on the command line (just like the data path). If no resources path is given, the resources directory should be chosen automatically.
Not sure why that does not work for you. Either you did manually change it to the wrong spot or for some reason the archive you downloaded had an openmw.cfg file with an incorrect resources entry.
