Remember also the rumor floating around in Morrowind called "Trouble in Cyrodiil City" or some such
People talked about the emperor is gonna die, and some say his heirs are imposters -by *gasp* daedra. Wasnt just right on, but it was a clue. (It got me thinking at least)
It did hint that there would be some problems in the Imperial Province with the succession, but it isn't directly related to what happened, since people were talking about the Emperor's illness, he did not die of an illness, and there were rumors that the heirs were fakes (if I remember correctly, they might have been placed there by Jagar Tharn.) Oblivion never made a plot point out of the heirs being impostors, in Oblivion, the heirs were
dead, it doesn't matter much as far as the succession is concerned whether they're who they seem to be or not if they're dead anyway. The prophecy in Bloodmoon was much more closely related, as was the beliefs of the End of Times Cult, as for lines in Oblivion, there are a few I could think of that might hint at the plot of the next game, but until Bethesda makes an official announcement, I can't guess which might be the truth, if the theory that Bethesda will make a game in Skyrim proves correct, perhaps the one about the Graybeards might be a hint, maybe there is some kind of as of yet unspecified threat rising in Skyrim, maybe the plot of the next game is related to this threat, but most of the other provinces also have rumors which could hint at things that might play a part in future games, well, maybe not Elsweyr, since the major trouble of note there seems to be related to the skooma trade, and I doubt Bethesda would make a game with a main quest that focuses on the skooma trade. It will probably be something a little more... epic and heroic like in previous games, like saving the world from some god or Daedric Prince or stopping those who are plotting... some sort of malevolent scheme or another.