Sheogorath is a major character in the Elder Scrollsseries known for his insanity, cunning and power. Sheogorath is one of the Daedric Princes, demons with rule over their own realms of reality, of such age and power that they are thought to be on par with the Divines (gods) and most are worshiped as gods by mortals.

Sheogorath is considered the god of the arts and the reason why with inspiration most artists also become somewhat unhinged from reality. But in addition to his status as patron god of the arts, Sheogorath is also god of madness and is very quick to remind anyone who denies creativity of what he is really capable of. As a result of his short temper and ever fleeting whims, his shrines are almost never outlawed or desecrated by concerned authorities in the mortal world of Nirn for fear such acts would earn them the Mad God's wrath.

It is implied that after Oblivion, Sheogorath is the Hero of Kvatch, your player character from TES IV: Oblivion and it’s pieces of downloadable content.