Skyrim Belongs to the Void
There might be a lot to be said about the whereabouts of the dead, or very little. It differs with every society, with every tribe, with every religion. The truth is understood by few, accepted by even less. The truth of death is in the absolute absence of everything, for in death there is no awareness. When life and death as concepts were first created it was the greatest mistake creation ever made. For by creating these polar opposite forces, creation created a being of such power that it far outclassed creation itself and was subsequently consumed by it. The Void was now the force of creation and destruction of all things in one. The Void did not control creation directly, it gave creation enough awareness to be able to carry out its duties and left it. The Void, which enveloped anything, everything and nothing at the same time, spend most of its time in coma.
The reason behind this coma was found in the very nature of its being. The Void was so complex that it itself could barely process it, and therefore it was mostly comatose, to prevent itself from imploding due to complexity.
Those few times that The Void was at least semi-awake it was mostly to consume a few realities that had become either (almost) completely light or dark. For in creation there were two distinctions, with a very vague dividing line, light which was all that was (used) without malicious intent, and dark which was the opposite. All things that had been, were and would be fit into either of these two categories, though sometimes only for a moment before switching again. If any reality became unbalanced to such a degree as to be a danger to the others, The Void would consume it and replace it with an infinite number of new realities.
Such was the reality of everything, nothing and all the rest.
-Time Skip
Sometime after the incomprehensible conception of all things and nothing there had been a group of beings that had understood the reality of creation, and subsequently death. They, through deep thought, gained some amount of knowledge of the void.
"Do you not realise that if creation, and subsequently death, are to be real they would create a void that would encompasses it?" The great priest asked his colleague during their daily debate on all things. For they were part of the Society of Deep Thought, a group of people within the Yarman Civilization that ruled the lands of Greater Yaria on the planet Uniaplix in the 42nd reality of the inner 7th arm of The Void. Their society contemplated the beginning of all as it was this phenomena that puzzled and excited them. They did not realise their fate as only The Void could and it did not bother.
"But would such a void not create a being of such incomprehensibleness that it would almost immediately collapse onto itself unless it went into a state of almost permanent coma?" The great priest's colleague fired back with a look of deep contemplation on his face.
"Wait..." A third great priest, this one female, started her sentence but trailed of when all of the 13 great priests came to a sudden stop as they had realised The Void.
In an instant 12 of them imploded due to excessive confusion and the 13th felt herself become a part of The Void. She had become its courier, the mother of all those that studied it. In another reality a beyond mortal comprehension time later some would call her the Night Mother.
-Time Skip