Sheogorath savors the act of driving mortals insane or making them perform actions which can be seen as trivial or silly. He is completely unpredictable and often comments in nonsensical or otherwise socially unacceptable statements. He often refers to the removal of entrails and has a curious obsession with cheese.
Born from a curse on the god of order, Jyggalag. He was forced to live in opposition to everything he stood for, turning him into the Mad God. However, he was eventually freed from his curse by a mortal hero who then became the new Sheogorath, though the original Sheogorath's power, personality, and appearance eventually supplanted the hero's.
Sheogorath appears as a seemingly harmless well-dressed man sporting a cane. The only clue to his divinity are his eyes, which are gold and slitted, like a cat.