I thought that they were separate......

I like to think of them as God of Time and God of Space --- Lorkhan being responsible for the mortal world, thus space. All the related lore more or less grew from the whole "two sides of the same coin" idea. They are separate. Different powers and stuff. Light-dark. Chaos-order. Extremes and grays.

And then http://en.wikipedia.org/wiki/Matryoshka_dollwhen we get into the whole dream-within-a-dream world-within-world egg-within-egg-within-egg philosophies. Oh dear

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Without going too far off into tangents, the general in-game mythology starts off with http://www.imperial-library.info/content/morrowind-annotated-anuad.