Sheogorath (Quest)

Sheogorath wants the Hero to fulfill a prophecy about the end of the world in the small settlement Border Watch.

At the shrine
The leader of the Sheogorath followers at the shrine, Ferul Ravel, says the Hero need to summon him on a rainy day. That is not necessary.

Yarn and lettuce can be found in containers in any city. Lesser soul gems can be obtained in magic stores or in Mage's Guild halls or can be found in dungeons or on certain types of enemies.

If doing the Shivering Isles main quest line at the moment, Sheogorath will yell at the Hero for not doing the things he has told them to do on the Shivering Isles before he gives them a new "errand" to run. However, if the quest line is finished, Haskill will talk to them.

Border Watch
Sheogorath or Haskill sends the Hero to a settlement called Border Watch. Follow the map marker and read the journal, then talk to the Khajiit with a black hood, his name is Ri'bassa or ask a resident where he is. Listen to his speech, then go and talk to S'thasa at the Border Watch Inn.

She will tell the story about the collection of cheeses she has, it turns out that they have to steel the large single cheese in one of the display cases.

There are three ways to get the cheese. Either wait until about 1:00 AM, go inside and lockpick the display case and steel the cheese, steal the key from her or kill her and lot the key from her body. (This is not recommended unless done at night with no witnesses)

After getting the cheese, go outside and put the cheese in the cooking pot in front of the Inn. Wait a minute to see what happens.

When it's over, look for the rat poison that Ri'bassa put down in the center of town but be quick as the rats will eat it. Take that poison and go to the sheep coral near the Inn. Put the rat poison in the sheep's feed trough. Or one can just hack and slash the six sheep, but be cautious to not do this in front of the villagers.

Wait for another minute until Sheogorath congratulates them and tells them to wait in the center of town and watch the sky. Suddenly the sky turns red and is full of falling flaming dogs and the people run around in fear as they fall.

Back to the shrine
Once everything is over go back to Sheogorath's shrine to complete the quest and receive the Wabbajack.

After completion the Hero can find articles from the Black Horse Courier concerning the "Rain of Burning Dogs!".

Trivia

 * If one save the rat poison, you can make a potion from that and a Poisoned Apple, though it doesn't make a very good poison.