In the Elder scrolls there are lots of named dieties from different cultures as well as myths as to the begginnings of everything. In some cases I hear of deities like Akotosh or Daedra involving themselves with men. So what dieties and stories in game come with Tamrialic evidence and what is just myth? And how do shrines work then which give effects in game including for Talos?

In Tamriel, myth and evidence are one and the same.