Until now I have not clicked the 'windowed mode' box in the opening screen options. But it has been a pain when I wanted to google something to stop the game and restart it (I only have one monitor). So I decided to try One Tweak.
I have SKSE installed. Downloaded and installed One Tweak with NMM. Started Skyrim from within Steam and clicked the 'windowed mode' box in the options screen, clicked OK, and exited. Did not play. Started the game with my SKSE desktop shortcut - Alt Tab doesn't work. So, exited and launched Skyrim with the original non-SKSE shortcut from the desktop to bring up the initial screen. Went into options, checked the 'windowed mode' box, clicked OK, and exited. Launched the game with the SKSE shortcut again - Alt Tab does not work.
The reason for all this back-and-forth is the initial small splash screen with 'play', 'options', etc does not appear with the SKSE shortcut. That screen is bypassed and I go right to the full screen. Using that shortcut to launch Skyrim has always been that way since i installed SKSE. Never thought anything of it till now.
The second funny thing I noticed was a a funny thing that didn't happen - when I checked the 'windowed mode' box either on Steam or via my Skyrim non-SKSE desktop shortcut my resolution was not reset to a lower value like Cal at Dirty Weasel reported in his video.
It seems I cannot get my game into windowed mode. Any help would be appreciated. I am running Windows 10 and I did check the functioning of Alt-Tab with other windows.