Which game is Sheogorath first mentioned?

  The Elder Scrolls Online
  Arena
  Daggerfall
  Morrowind
  Oblivion
  Skyrim
  Alinor

Which game does Sheogorath become a Daedra

  ESO
  Arena
  Daggerfall
  Morrowind
  Oblivion
  Skyrim
  Shivering Isle
  Dawnguard

When is the first time Sheogorath APPEARS?

  ESO
  Oblivion
  Morrowind
  Shivering Isle
  Daggerfall
  his pants
  he never actually appears
  Skyrim
  Arena

Why doesn't the one you picked not belong?

  it had nothing to do with Sheogorath
  it wasn't in any Elder Scrolls game
  it only appeared in Shivering Isle

Which line isn't said by Sheogorath?

  More tea, Pelly, my dear?
  I'm so happy I could just tear out your intestines and strangle you with them!
  The Isles. THE ISLES! They're a wonderful place to be, except when they are horrible. Then they are HORRIBLY WONDERFUL! Good for a visit! Or for an eternity.
  I like cheese. And bacon.
  H'afrumph! Well then, if you're going to be like that... Perhaps it's best I take my leave. A good day to you sir. I said good day!
  WRONG!! Actually, you do. Sort of.
  Time to go I guess, let me check everything. Clothes? Check. Beard? Check! Luggage? Now where did I leave my luggage?
  Wondering why I let him/her go, don't you? I can see it in your face... mostly in your eyes. I may take those from you when all of this is over.
  Wonderful! Time for a celebration... Cheese for everyone! Wait, scratch that. Cheese for no one. That can be just as much of a celebration, if you don't like cheese, true? You've run a maze like a good little rat. But no cheese for you yet. Well, maybe a little.

Which God/Prince is Sheogorath?

  Daedric Prince of Nightmares
  God of Mercy
  Daedric Prince of Cheese
  Daedric Prince of Madness
  God of Sanity
  Mad God of Time
  Calm God of Love
  Daedric Prince of Dragons

What's my favorite line from the Shivering Isle expansion of Oblivion?

  I'm a little busy here! I'm trying to decide what to have for dinner. Oh, how I love to eat. One of my favorite things to do. Go talk to Haskill, he's got more brains than a brain pie! Ooh...brain pie... perfect! ...Care to donate?
  YOU dare interrupt ME? Only I interrupt me! Like just then.
  I once dug a pit and filled it with clouds....or was it clowns.... it doesn't matter, it didn't slow him down. But it really began to smell! Must have been clowns. Clouds don't smell, they taste of butter. And tears.
  Wondering why I let him/her go, don't you? I can see it in your face... mostly in your eyes. I may take those from you when all of this is over.
  And Xedilian? Seeing as you're standing here, I assume you've succeeded. Or you're terribly confused. Or really lacking in good judgment.
  Malacath is more popular at parties! And Malacath is NOT popular at parties!
  ... and OUT comes the intestines! And I skip rope with them!
  Jyggalag! He is the Prince of Order. Or biscuits...no, no, Order! And not in a good way. Bleak. Colorless. Dead. Boring, boring, BORING! And not a fan of my work, I can tell you. Hates it, hates me. You've seen his knights. Not the warm and cuddly sort.
  It'll move mountains! It'll mount movements!

Is Sheogorath an Aedra?

  Never was
  Only in Daggerfall
  Of course he is!
  What's an Aedra?

In Skyrim, where is Sheogorath vacationing?

  In Windhelm
  With Mehruns Dagon
  With Alduin
  In Pelagius Septim III's mind
  He's not vacationing, he's in Shivering Isle
  With butterflies, blood, a fox, and cheese
  On a cheese plane
  What's an Aedra?

What does Sheogorath say when you're headed to an arena in Skyrim doing his Daedric quest

  You are far too hard on yourself, my dear, sweet, homicidally insane Pelagius. What would the people do without you? Dance? Sing? Smile? Grow old?
  You are the best Septim that's ever ruled. Well, except for that Martin fellow, but he turned into a dragon god, and that's hardly sporting...
  Was it Molag? No, no... Little Tim, the toymaker's son? The ghost of King Lysandus? Or was it... Yes! Stanley, that talking grapefruit from Passwall.
  And as for you, my little mortal minion... Feel free to keep the Wabbajack. As a symbol of my... Oh, just take the d*** thing.
  Now you. You can call me Ann Marie. But only if you're partial to being flayed alive and having an angry immortal skip rope with your entrails. If not... Then call me Sheogorath, Daedric Prince of Madness. Charmed.
  Oh, good choice. Well, good for me. I find everyone being out to get you so terribly entertaining. You might find it... less so. You see, Pelagius' mother was... well... let us say "unique." Although, I suppose in the grand scheme of things, she was fairly average for a Septim. That woman wielded fear like a cleaver. Or did she wield a cleaver and make people afraid? I never get that part right... Oh, but she taught her son well. Pelagius learned at a very early age that danger could come from anywhere. At any time. Delivered... by anyone.
  You know, I was there for that whole sordid affair. Marvelous times! Butterflies, blood, a Fox and severed head... Oh, and the cheese! To die for.*
  What's an Aedra?!

Is Sheogorath an Khajiit known as M'aiq the Liar?

  Yes
  No
  Cheese! He is Cheese!
  Will someone explain to me what an Aedra is?

Cheese!

  What?
  Cheese? What's that gotta do with Sheogorath?
  Dawnbreaker
  To die for.
  Sweetroll!
  What in Oblivion is an Aedra? (think of The Eight and the One, aka The Nine Divines) Oooh.