We have enough topics about the bad or confusing ESO lore.
Here is one dedicated to the stuff that really adds to the story of Tamriel.
Let me begin.
http://www.uesp.net/wiki/Online:Aurbic_Enigma_4:_The_Elden_Tree
http://www.uesp.net/wiki/Online:Ayleid_Survivals_in_Valenwood
Both books are quite interesting. The first tries to emulate Kirkbridean metaphysics, it seems, and it doesn't fail as badly as I was afraid it would. The concept is rather interesting, to be honest. Thoughts on the matter? Maybe Falinesti stopped walking in the 4th Era because... you know... the story hasn't found its ending yet.
The second one fleshes out the Ayleids and their belief system. Now we know how the old Elven pantheon and the Daedra worship the later Imperials accused the Ayleids of fit together.
Although I thought the Ayleids did not actually worship the Daedra, but more being in some kind of cosmic business relationship with them. that schism storyline works rather nice, too.