Long ago, before the peaceful rule of Celestia, before the chaotic rule of Discord, before alicorns, unicorns, pegasi, and earth-ponies. There existed nothing, nothing but the Aedra and their cousins, the Daedra. Then one day, the Aedra trickster, Lorkhan, convinced them to create the world, or as it was called then "Nirn". He then trapped the Aedra there with no way out. Each generation took more and more of the divinity of their ancestors, until finally they had weakened to the point of being mortal beings. These beings were called the Ehlnofey, the "bones of Nirn", and were the first inhabitants of Nirn. Eventually, the Ehlnofey would diverge into 2-legged beings called "men" and "mer" both men and mer, for the most part, worshiped the Aedra as divine beings, and considered the Daedra to be evil, demonic creatures. Even though many of them served highly important purposes in the world, the Daedra and their worshipers were shunned and either ingored or despised by all but the wisest of any society they came into contact with.
But I could probably bore you for an eternity with the italicized lore, couldn't I? Yes, yes I could. What you need to know right now is why you should care. Well I'll tell ya. Ya see dearie, One day there was a Daedric Prince who's realm force was order, he was named Jyggalag and he was just so boring, so practical, sooooo unpopular at parties, that the other Princes just couldn't take it anymore, so they turned him into me, I, Sheogorath, the daedric prince of madness in all forms, art, chaos, hallucinations, and beautifully psychotic rage.
Basically it all started with the 3rd era of mortals and that silly little "Champion of Cyrodill", I asked him to look after my realm when I was being Jyggalag and to stop the Greymarch from making things all quiet and order-y again and what's he do? EXACTLY WHAT I TOLD HIM! The DISGRACE! So I get all order-y and stay all order-y and he takes over MY realm and it stays the same and even THAT starts to get all order-y. So everything's back to the way it was before me. But here's the thing, I still existed as meself somewhere else, in the minds of the insane, who became my possessed and blessed, so I watched the Nirn and saw all those subjects an' preists of mine buy into the lie that everything can get ALL order-y with no problems whatsoever, and get this: they even stop eatin' cheese with lettuce!
And so all the mortals started following order, so much that the even started MEASURING MAGIC! An' they turned it inta somethin' else. Science, they called it, powering computers, 'twasn't all bad mind you, there were bombs, now THOSE were fun. But anyway, the order-yness conntinued so much that they turned themselves into metal mortals that were all the same and wanted everything to be the same and measured everything in nature looking for the patterns that were supposed to be there but just weren't. And so (you'll love this next part), THEY WENT INSANE!
Hahahahahahaha! It was just the funniest thing I'd seen in 100000 years. So anyway, once they were insane they were back under my control. Jyggalag, who'd long since abolished and forget-ified all the Daedra and Aedra that were still up and about when I was hangin' around in the little pieces of all the mortal minds that hadn't been controlled yet, was powerless against me. I destroyed his boring, "orderly", and "logical" world to replace it with my own realm. I filled it with vibrant, WONDEROUS COLORS, and as a punishment for not thanking me, I decided to turn both my new subjects, and all the beings I could, which turned out to be all of them, into something a bit more, suitable to people that just wanted to be Jyggalag's boring old workhorses, 4-legged embodiments of their earlier forms.
Ineteresting to see that the Aedra and Daedra turned into "Alicorns", instead of light and shadow, or whatever all the collective Daedra would have been in in old, boring Nirn. Maybe "Ah" is just one of those sounds ya can never get rid of. But for some reason, everything started siftin' out. So we ended up with almost all the crazy sucked outta the land and in ta this "Discord" thing. and then all that magic my little ponies were supposed to play with inside the crazy old god-queens, and then they tried to put a schedule for the sun and the mood and the BLOODY SEASONS! In MY new realm! So I went an' laid down the law and I got all split-up and stoneified and suck in a little statue garden thinking to myself and watched my subjects freeze up the extra incarnation of crazy, THE SAME WAY THEY FROZE UP ME! And made their little buildings and planed everything in little patterns as order slowly crept back up, because I let the world keep some rules. It just made me SICK TO MY STONE STOMACH!
So I devised a clever little plan. I moved, not through space but through minds. I searched and searched and searched again through the minds of my subjects. Some were incredibly manic, flowing with wonder and curiosity, others demented, haunted by their pasts and drowning in their own sadness. I appeared to many ponies in dreams, I tried my best to inspire them to go big, I even inspired a pegasus to send a massive wave of rainbow magic over the land in an attempt to liven things up. But no head had quite enough space to hold even a piece of my great mind, none with the right kind of open-ness or emptiness of life to seek such an influence, until her. I was enraged when I discovered her family, they were rock farmers. ROCK FARMERS! 4 legged mortals without active magic were finding even more boring jobs than their ancestors. But I found her mind, I could sense her, she lacked purpose, she lacked interest, but she had such potential, there was so much magic and energy inside that was just tearing at the edges, so I gave her a piece of the Madness, both the demented mania and the manic dementia. Then showed her where to ind some friends to share it with, all I asked in return is that when the time came, she let me out.