He's in your town pretty early in the game and talking like a man out of time. Speaking of meeting you for the first time since the last time etc. Very 'ecentric', his choice of word to describe himself. He uses a anagram of his real name.

Theodor Gorlash

Lord Sheogorath

He introduces you to the abyss mode of the game and will also change your appearance and even promises not to tell anyone if you change genders. /lol/