Board Thread:Lore Discussion/@comment-7629073-20130402085627/@comment-10207438-20131118012255

Kreetin Jeebie wrote: I believe the Eternal Champion & the Hero of Daggerfall are the same person. I don’t think the Hero of Kavtch turned into Sheogorath. In RPGs like The Elder scrolls things are left wide open regarding Player Characters so you can have what ever happen. Only thing you can’t control about their history is what is stated in game flat out. Such as the Neverine going to Akivar. So if you want the first two heroes to be the same guy they are if you don’t they aren’t. If you want your Oblivion hero to turn into Sheo he does if you don’t he doesn’t (the voice actor saying it doesn’t count as canon) If you want all the heroes to be related they are if not they aren’t. Simple as that when it comes to an RPG. So if you think they are all the same guy. When you play they are the same guy. 

Yes, in head-canon that is all true; But we're talking about hard-canon.