So I was watching a vid about Sheogorath. And apparently, there is a lore that Sheogorath was Juggalag. The way this happened was all the other daedric princes got together and put a curse on him and once everyone I don't know years, Sheogorath transforms into Juggalag for one day. Tired of the SLOW process of transformation (I'm about to start talking about the Oblivion time) He found out about a hero (you if you played Oblivion) and got his help to turn into Juggalag and the hero turned into Sheogorath. Fast forward to Skyrim's time and that Sheogorath is the hero from Oblivion and Juggalag is gods knows where.