Well, you are one of the few who gave more reasons than being powerful. Emotionally though, I find more like...mercury? Basically, he's the perfect infiltrator, as he can pretty much change his emotional state on the blink of an eye. However, I find his mental health to be lacking. Then again, as I explained earlier, he was always Sheogorath, so mental health is something from the get go is going to be very poor.
Yep he is a lunatic but I only realised that when that dark elf came out of the strange door because I knew I was going to become him lol.