More.

After even the daedra acknowledged Sheogorath as a true daedric prince, the Madgod moved out of obscurity and gained many new followers. Some served him in the mortal realm through art and music and architecture, while others sought to be transported to the Shivering Isles in order to live near the object of their worship and receive his blessings directly.

One day, a Khajit follower by the name of J'deena prayed at the newly built shrine of Sheogorath and asked that she might be taken in to the Shivering Isles. She was not surprised when the statue above the shrine spoke, channeling Sheogorath himself.

"Before you can come live with me," he told her, "You must prove you are worthy. I can't let just anyone in, you know."

"I will do anything," she replied devoutly. "What is your task?"

"It will be very dangerous," Sheogorath warned. "Are you sure you want to know?"

"Absolutely," J'deena said firmly.

The statue seemed to smile. "You must bring me…cheese."

"Cheese?" J'deena echoed. "That's all?"

"It must be made from ogre milk."

J'deena did not reply for a long moment. Ogres were perhaps some of the most dangerous creatures to live in the wilds of Tamriel. It would be no easy matter to capture one, much less milk it. She thought about declining, but the task had been given and it was too late to turn back.

"I will do my best," was all she said. Then she bowed to the shrine and left.

Three weeks later, she returned to the shrine looking quite different than before. Her fur was disheveled, her clothes tattered, and her eyes wide open and darting everywhere suspiciously. She was carrying a little package wrapped in paper, no larger than an inkwell, which she placed on the altar before the shrine.

"I have done what you asked," she said to the statue of Sheogorath.

"Did you really?" Sheogorath replied. "Because that doesn't smell like ogre cheese at all, and I know my cheeses! You've brought me a bit of goat's cheese to try and fool me!"

I'm sorry!" J'deena cried, falling on her face before the shrine. "Every time I found an ogre, I tried to capture it but they kept dying before I could milk them!"

Sheogorath laughed hysterically. "You were actually going to try it?! Don't you know that all ogres are male? They are born from the teeth of other ogres that get buried in the soil!" The laughing calmed to a fitful chuckle. "You've amused me, mortal, and that deserves at least some kind of a reward. In addition to me not killing you, or striking you blind, I will allow you to peek into my world. But since you could not bring me what I asked, you can't come in. At least, not yet. I have opened a doorway in the Niben Bay. Go there and see."

J'deena was angry that she had been fooled into pursuing an impossible task. But she knew it was equally foolish to not obey an immortal. She traveled to the Door, where an Imperial guard was stationed.

"Stay back!" he warned. "We don't know where this came from or where it goes! It's most likely the work of a daedra!"

J'deena ignored him. She approached the Door and stared through it. She saw the Shivering Isles and forgot her anger. In fact, she forgot everything—where she was from, the things she had done, even her own name. From that day forward, all she knew was that she was a follower of Sheogorath and the Door, which she could never pass through but she could never leave.