I absolutely love him since he is a perfect manifestation of subconsciousness, in both of his forms, since order is just another aspect of madness. His realm was like a giant wooden wall with many openings. The only way to enter his realm is by train. The railroads move and align, go up and down, and speed into the openings. Everything was in perfect geometrical shape - the openings, railroads, and ornaments decorating the wall. But I did not know what was on the other side. There were no stations, and I couldn't climb the wall. He told me to jump and stop myself in the air, and after realizing I'm in a dream, I've entered his realm by levitating. What was like in his realm of madness? Hehe, I woke up and here I am.
So, we cannot go to Nirn, but I think Oblivion planes are very reachable from our world. Or we are in one of them, most likely.
What are your dreams related to TES? Did you found something similar, related to the Lore? Did you feel or predict something that was revealed later by Bethesda?