Is it okay to invent minor events for RP in TES lore, should it not conflict with any established lore?
For example, a general leading assaults on Oblivion gates, or rebellious Orcish strongholds, small things like that, that aren't documented.

I'd say yes. In my own rules, as long as it doesn't contradict current lore, it has every reason to hapen in your TES. Why are you asking?

I think that's how a lot of roleplay games work, right? Otherwise there wouldn't be all sorts of tabletop games and game-masters.

What you do on your own time for a forum RP, in-game RP, or any sort of fan work is your buisness. Just remember to avoid confusing fan work with actual lore when discussing lore matters.

Or if the fan-made lore is good enough, submit it as monkey-truth or apocrypha.

http://en.wikipedia.org/wiki/Fan_fiction.