I was wondering why we always see and hear Daedric Lords like Sheogorath , Mehrunes Dagon, and Nocturnal.

Akatosh only made one appearance in Oblivion as a fiery dragon that swooped in and bit Mehrunes Dagon in the throat. One appearance by one of the Nine Divines.

Could we consider Alduin an Aedra?

and is it in some book some where in the game as of why the Aedra stay hidden?

they're dead, they died in the creation of the world.

Thank you for your answer. I also found this as well.

" Unlike the Daedra, the Aedra do not have their own native planes within Oblivion. Rather, the act of creation bound them permanently to the mortal plane. Additionally, their power was so reduced that the Aedra lost the ability to manifest themselves physically or to interact directly with their creation. This limitation is one of the prime forces behind the existence of daedra worship; since the Daedric Lords did not give up their strength to create Nirn, they retain the power to interfere with the mortal world and are thus attractive to mortals who were hungry for power of any kind." - The Elder Scrolls Wikipedia

In past games, the Aedra have sent avatars.