There was a mention in Morrowind of psychics in the character creation questions, but other than a few sparse references to Psijics, I haven't seen many other examples of them in established lore.

Anyone that's roleplayed with me knows I have a.. thing for the mildly psychic, but I was curious how much of that could actually fit into lore, or if there's stuff I've been missing on the subject. How often and where from do people with those kinds of powers come from? Does it need special training, or can it just happen?

It's obviously a rare trait, but a certain degree of psychic abilities are present in certain mortals. How and why, I don't know. I'd assume it has to do with a certain god or gods. As far as I know, it just happens. Some people have it and some don't, though I'm sure it's possible to obtain the power in one way or another.

See http://www.uesp.net/wiki/Oblivion:Dagail from Oblivion for an example.

The book "The Doors of Oblivion" mentions that both the Psijiics and the Dwemer are capable of telepathy, and also mentions that it is possible for two conjurers, working closely together, to accidentally develop a telepathic link between one another. (Kind of like how a jedi master and their apprentice might develop a force bond)

Also, there are other methods of magical long distance communication besides this kind of telepathy.

I'm inclined to think that it would be magical in nature on par with other forms of magic and spells, and not the result of "special" abilities or some such, as evinced by the spell Telekinesis.

Of course, people like Dagail stand as proof that one may have a unique affinity for it, but I still think it's plain' ol' magic.

Aren't the Nu-Mantia Intercepts messages pulled from the dreamsleeve that (some) Elder Council members use to "telepathically" communicate?