Am I the only one who has noticed this? Every single game involves some entity that is trying to conquer Tamriel, and you must stop it. In Arena it was Jagar Tharn. In Daggerfall it was the guys who wanted Numidium active. In Morrowind it was Dagoth Ur. In Oblivion it was Mehrunes Dagon and Mankar Camoran. In Skyrim, it might be Alduin. Maybe. Skyrim is a deviation on a lot of things.
Anyways, the point is that everyone is trying to conquer Tamriel, and the player is always the one to stop it. I suppose Nirn really is The Arena.