Which pantheon is considered "the real one"?
None of them. They are all, for the most part, each races cutural twist on what happened during creation, and difference aspects of these beings are praised. I suggest reading the http://www.imperial-library.info/content/monomyth.
Which gods do exist, and which are dead, and which have never existed?
All of them did at one point and time. As for the ones who actually died during creation, there are no obvious names for these unknown spirits. I'm sure the Redguards have names for them though.
How exactly did Talos and people like the Tribunal become gods?
Talos is a bit finicky, but the Tribunal obtained their power through the Heart of Lorkhan. It eventually began to wane when Dagoth Ur had cut them off from the heart chamber after so long.
So Lorkhan is the whole reason Mundus exists? And because he convinced the Aedra to build Mundus, Trinimac ripped out his heart, which Dagoth Ur later tried to use in TES III Morrowind? Lorkhan is also Shor? And Tsun died protecting Lorkhan from Trinimac? Why is Tsun in Sovngarde then? And where is Shor now?
More or less. Lorkhan is the Merrish (Elven) variation of Shor, as they see the act of creation as an act of trickery, and as such, he is reviled. Why is Tsun and Shor in Sovngarde? Well, no better realm for them to be in than the realm of the dead, no?