Board Thread:Mod Discussion/@comment-24991718-20140727120523/@comment-1359657-20140920000716

Charrzarr, that's not really how that worked.

For a long time, Sheogorath was one person -- Jyggalagg. He was the Madgod for an age and then he would become Jyggalagg and hold the Greymarch, and then revert back into Sheogorath once the Shivering Isles and everyone in them was obliterated.

He eventually enlisted the Hero of Kvatch to stop Jyggalagg from completing the Greymarch. Slaying Jyggalagg broke the curse on hi that kept him turning into Sheogorath, and then he left for his own realm of Oblivion and turned the Hero into the new Sheogorath, the one we see in Skyrim. The Hero of Kvatch is now the one true Sheogorath, because anyone who would take on the hordes of Oblivion solo MUST be mad!