Sheogorath beckoned the "Hero" over to his place, told him that some jerk named Jyggalag was going to screw everything up. So after the "Hero" does a few errands, the "Hero" learn't that there was a cycle that involved with Sheogorath and Jyggalag. The fact that Sheogorath is the pseudo-god that Jyggalag is.
After the "Hero", frees Jyggalag of his curse, the "Hero" pretty much becomes Sheogorath! The "Hero" became a god!
Or is he? Who is the true god?!
After my play-through, all I really did was gather items, items of great power, but not items that some other adventurer couldn't use. I don't remember doing anything to my body, or my soul that would jettison myself to god-hood. I'm still a mortal! And all of my benefits are from the subjects and Haskell, the dude that gave my my "godly" powers.
So who is the true god?! Well, here is my wacky look on the situation.
Haskell, is Sheogorath or another un-named deadric prince, and that the other Sheogorath is a manifestation, or another human that undertook the curse do to the symbols and items he had. I think its the staff. And I think the staff contains the curse, or keeps it going. And I think that Haskell's true form, is the tree behind the throne, or the island itself. Matter a' fact, I think the island could be Sheogorath too.
Can we really be sure that we broke the Curse of Jyggalag, or did we beat him so bad that he just choose to go off to other places and might turn into sheogorath again, and the hero just a stand in untill the next Era, where Jyggalag will resume the throne as Sheogorath? Will the "Hero" turn into Jyggalag, considering that the "Hero" can grab the Staff of Sheogorath AND The Sword of Jyggalag? I think yes.
And could this Godly position and curse be handed down to other mortals throughout the Eras?
Who is the true god?