I'm certainly curious about Jyggalag. Do we now have 17 daedric princes?
I'd say yes considering: (from another thread about this)
"Enough! I am beaten. The Greymarch is ended. For millennia this drama has unfolded, and each time, I have conquered this land, only to be transformed back into that gibbering fool, Sheogorath. It was not always so. Once, I ruled this Realm, a world of perfect Order. My dominion expanded across the seas of Oblivion with each passing era. The other Princes, fearful of my power, cursed me with Madness, doomed me to live as Sheogorath, a broken soul reigning in a broken land. Once each era, I was allowed my true form, conquering this world anew. And each time I did, the curse was renewed, damning me to exist as Sheogorath. Now, though, you have ended the cycle. You now hold the mantle of madness, and Jyggalag is free to roam the voids of Oblivion once more. I will take my leave, and you will remain here, mortal. Mortal...? King? God? It seems uncertain. This Realm is yours. Perhaps you will grow to your station. Fare thee well, Sheogorath, Prince of Madness. - Jyggalag
The second part I bolded is why I wonder what is going to happen to him. And why I wonder if Princes can just create new realms within the wastes of Oblivion.
He says the realm is now yours. It belongs to you. You are now the ruler of a plane of Oblivion. If that doesn't mean he/she eventually becomes Sheogorath I don't know what would. They obviously couldn't make you a full-on daedric prince in Oblivion because you wouldn't have been able to re-enter Cyrodiil.
Edit* fixed the bold business