I was wondering what Elder Scrolls games provide the most lore for the series. I own Daggerfall (i have the CD), Morrowind, and Oblivion, and my room mate owns Skyrim for the PC. And of course you can download Arena (and Daggerfall as well). I do NOT have Battlespire or TES Adventures: Redguard. I was watching a few videos on Redguards gameplay and story on YouTube a few years back before the Oblivion DLC came out, and it was so nice to see what the gods, among other characters looked like in action, and also had some back story to them and to what events were going on!

So here is the main question: What game, or games provide the most lore that I can benefit from? Or which game should I start off with?

Also: Does Arena or Daggerfall contain much lore, if any at all? (besides the main story/questline)... as well as Battlespire?

And does Skyrim, since I haven't played it much, provide a decent length of lore in their books?

I would love to know the answers to these questions, and I would appreciate any, and all feedback!

Different parts of lore are in different games. (ex) I learned all the lore regarding Morrowind's history while playing Morrowind.
OB introduced some good stuffs
And Skyrim had a decent amount too, you just had to look for it.

Its also my case. I learned so much about Morrowind.
But it was because I fell in love with the culture. I readed all the books regarding to lore about the chimer/dunmer history. And I loved it a lot more!

Daggerfall contained quite a bit of lore, both from the ingame books and whatnot, and the manual. And talking about manuals, the Redguard manual is absolutely awesome from a lore point of view, including the first Pocket Guide to The Empire (http://www.imperial-library.info/content/pocket-guide-empire-and-its-environs-first-edition) and a http://cms.elderscrolls.com/sites/default/files/tes/extras/Redguard_Comic.zip.

Arena is rather poor when it comes to lore though, besides establishing what the continent looks like and which race goes where. Of course there is a bit more than that, but not much.