What i hate is...
Does the charicter's background REALLY have to be uncertain? it leaves one of those messy blanks you have to fill yourself, and IMO Personally developed canon is not official canon.
Yes, it has to be uncertain because you need the freedom to act who you are. The uncertainty isn't that strange though. It ads some good touches of realism and all that you have to give up is the desire to be certain of everything. Though if you wish, you could say that the identity of the Nerevarine being unknown is canon.
There is a nice excerpt in the Sermons about this. Vivec finally having become a Ruling King - like the Player, meets the Chancellor of Exactitude, the last argument to overcome before he can continue.
Finally the Chancellor of Exactitude appeared, and he was perfect to look upon from every angle. Vivec understood the challenge immediately and said:
'Certitude is for the puzzle-box logicians and girls of white glamour who harbor it on their own time. I am a letter written in uncertainty.'
The Chancellor bowed his head and smiled fifty different and perfect ways all at once. He pulled the astrolabe of the universe from his robe and broke it in half, handing both halves to the egg-image of Vivec.
Vivec laughed and said, 'Yes, I know. The slave labor of the senses is as selfish as polar ice, and worsens when energies are spent on a life others regard as fortunate. To be a ruling king I will have to suffer much that cannot be suffered, and to weigh matters that no astrolabe or compass can measure.'
- Sermon Four
It's one of the parts where the world shows you what it really is, a sweet fancy, but can't comprehend it as such.