It's all right. It can be a bit difficult to get started into the deeper TES lore, but once you really start forming an understanding of things and interpreting all of the out-of-game Kirkbride texts, it makes the universe that much more interesting. To make it as brief and simplified as possible, the entire universe is just the dream of a sleeper known as the Godhead, and Anu and Padomay are the two primary forces in that dream, Anu representing stasis, and Padomay representing change, and their souls respectively being Anuiel and Sithis. Mind you, they're not gods, but cosmic forces, hence why the Dark Brotherhood is mistaken in its worship of Sithis.

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