There is a duality to his behavior, certainly (he is, after all, crazy). But he's always been presented with a smile on his face and a spring in his step, and it's hard not to laugh along with him.
EDIT: @seti18 Indeed. In fact, my friend who's just recently started playing Morrowind has found that, the deeper he gets into the lore (especially the Sermons of Vivec), the more he thinks that Sheogorath nuking the island was the best thing to happen to it It was a wee bit too weird for his tastes...
EDIT: @seti18 Indeed. In fact, my friend who's just recently started playing Morrowind has found that, the deeper he gets into the lore (especially the Sermons of Vivec), the more he thinks that Sheogorath nuking the island was the best thing to happen to it It was a wee bit too weird for his tastes...
"I'm so happy, I could tear out your intestines and strangle you with them!"
"Ta! Come visit again! Or I'll pluck out your eyes."
"What is important is getting to Xedilian. Quickly. Before I get bored. You wouldn't like me when I'm bored."
"Why not? Something has to work. Once, I dug a pit and filled it with clouds. Or was it clowns? Doesn't matter. It didn't slow him down. To be honest, it wasn't the best idea. And it really began to smell. Must have been clowns. Clouds don't smell bad. They taste of butter! And tears."
"So, which is it? What will it be? Mania? Dementia? The suspense is killing me. Or you, if I have to keep waiting."
"You've probably figured that out by now. Let's hope so. Or we're in real trouble... and out come the intestines. And I skip rope with them!"
"A little busy here! I'm trying to decide what to have for dinner. Oh, how I love eating. One of my favorite things to do. Talk to Haskill if you need more information. He's got more brains than a brain pie. Oh... Brain pie! Perfect! Care to donate?"
Those are dark enough, aren't they? What did players expect Sheogorath to do, actually rip out the intestines of his champion?
Here is what the UESP has to say, and I agree with it:
"Sheogorath typically manifests on Nirn as a seemingly harmless, well-dressed male, much to the surprise of many mortals. The reasoning behind his appearance is to lead unsuspecting mortals down the path to insanity, the "Golden Road"."
He needs his champion to mantle him and he needs to lead his champion down the path of insanity without him/her knowing. Did people expect Sheogorath to look like a demonic beast and then rip your heart out and eat it? Did people expect him to let his champion know he's a monster. Why do that, to scare the champion away? The Isles themselves represent Sheogorath's dark side, and people act as if Bethesda just forgot their own lore, when in fact, it is others who have not studied Bethesda's lore well enough. He lures people into insanity, and he needed his champion to come, ignorant of what is happening. Was the Hill of Suicides not enough to show just how twisted Sheogorath is?