Every Elder Scrolls game is a single note in a much longer, much stranger song. Before Nirn had a name, before the first mortal drew breath, there was only the churning nothing the oldest texts call the Void, and the arguments among gods about what to do with it.
Cosmology
The Aurbis, and the gods who disagreed
In the beginning there was Anu and Anui-El, timelessness and time, and their endless argument gave rise to everything else: the Aurbis, the shape that contains all creation. Some spirits chose to become permanent. These are the Aedra, "our ancestors," who gave up their limitless power to build the mortal plane of Nirn. Others refused that sacrifice and remained free, restless, and largely indifferent to mortal suffering. These are the Daedra, who rule their own Daedric realms within a chaotic dimension called Oblivion.
This single decision, to give, or to keep, is the hinge nearly every other piece of Elder Scrolls lore turns on. It's why Aedra are worshipped in temples and Daedra are summoned in pacts. It's why mortals keep striving toward godhood: at least one being managed to cross from one side to the other.
Divinity
The Nine Divines & the Daedric Princes
Most of Tamriel worships the Nine Divines, chief among them Akatosh, the dragon god of time. The ninth seat is the most contested fact in the setting: it belongs to Talos, a mortal Emperor of Tamriel who ascended to godhood by uniting the continent, proof, to believers, that the line between Aedra and mortal was never as fixed as it looked.
Akatosh, god of time, first and chief of the Nine.
Talos, the deified mortal-Emperor, worship of whom has been politically banned in parts of the setting, fueling real in-game conflict.
Daedric Princes, seventeen or so eternal, self-interested powers such as Sheogorath (madness), Molag Bal (domination and the origin of vampirism), Azura (dusk and dawn), and Hermaeus Mora (forbidden knowledge), each with their own realm, cult, and agenda toward mortals.
Ten major races share the continent, split loosely into Men, Mer (elves), and Beast Folk, each with a distinct homeland, culture, and grudge or two against their neighbors.
Nearly every game lets you climb the ranks of a handful of recurring institutions, the through-line that makes each new province feel like the same world.
The Dark Brotherhood, an assassins' guild bound by the Five Tenets and the worship of Sithis and the Night Mother.
The Thieves Guild, Tamriel's loosely-organized underworld, run on rules more than force.
The Mages/College factions, arcane institutions such as the Mages Guild or Winterhold's College, teaching (and occasionally weaponizing) magic.
The Fighters Guild / Companions, mercenary orders for sword-and-shield problems.
The Blades, the Empire's dragon-hunting, Emperor-guarding order, whose fortunes rise and fall dramatically across the series.
The Namesake
What is an Elder Scroll, actually?
The artifacts the series is named for are ancient, only half-understood texts said to predate the Aurbis itself, fragments of unwritten possibility. Reading one is dangerous: most who try are blinded or worse, and even trained Moth Priests interpret them more than they read them outright. Elder Scrolls have appeared as plot devices across the series, most notably as the mechanism behind time-fracturing events called Dragon Breaks, where more than one contradictory version of history is briefly, simultaneously true. It's the setting's built-in explanation for why its own timeline sometimes doesn't add up, and it's very on-brand for a series that treats its own lore as gloriously unreliable.
Go Deeper
Full lore guides
Each of the topics above has its own dedicated deep dive, for when a paragraph isn't enough.
Lore Guide · Part 1
Who Are the Daedric Princes?
All seventeen (or so) eternal, self-interested powers of Oblivion, and what each one actually wants from mortals.