The Aedra are naught but shadow-puppets playing out the whims of mortal myth. You may as well try to speak with the latest fashion craze as try to speak with the Aedra. You might find an avatar or two that will talk at you, but these are only narrow projections. Bottled air isn't the sky.
The great Daedra are more useful, even the most obtuse ones.
Wulf was Talos?!?
I always wondered who he was. But, how could you tell?
NPCs speak about it after you encounter him. Imperial Legion members IIRC, and possibly Imperial Cult members also.