If you're planning on showing it to people who know nothing about the Elder Scrolls series, it would probably help to have a character (either the main character or a companion) who isn't very world wise, and as a result, has things explained to him/her. That way, it fits into the story and doesn't draw the reader out of the immersion. Also, don't feel the need to explain
everything: sometimes it's better to show the reader something through the story, rather than explain it to them.
Other than that, I'd say go with what you want to write about, and that you should take into account the advice of others, without letting it dictate what you're writing. Just sort of do your own thing, see what people recommend, and see if you can use that to improve your writing.
Good luck with your first fanfic; I know that mine was an absolute blast.