Okay, weird question but I cannot remember what exactly it was.
I remember it being mentioned in game somewhere that there is something beneath the Shivering Isles that is "alive" and possibly spread throughout all of the underground of the realm. I can't remember the exact details but I think it had something to do with roots or whatever but that it was living and aware and that supposedly even Sheogorath knows little or nothing about it. In fact, I believe it was considered heretical to mention it.
What I'm saying above is kind of odd but that's because I don't remember the exact details. All I can recall is it made it sound like there's some monstrous being lying beneath the Isles and/or that the Isles may somehow be alive/aware as a result.
Hopefully one of you lore buffs don't think I'm nuts (ha! after all look at the realm we're talking about) and knows what I'm referring to.