(If there aleady was a topic like this I'm sorry )
Many people were either amazed or just mad due the very strange happenings (It's pretty clear that it's about Sheogorath, eh )
Until now Bethesda didn't gave any further information of what happened really during the Greymarch and IF it will be ever given... we'll have to wait a long time... So for now most people rely on their own version and beliefs of what happened the day that Sheogorath turned into Jyggalag and a mortal turned into Sheogorath. Some people just say Bethesda was stupid with doing this, other just accepted it, and others say this whole story about Jyggalag and the mortal Sheogorath was just a trick of the Daedric prince of Madness...
My beliefs:
Jyggalag is just another aspect of the madness of Sheogorath like Mania and Dementia. The fact that Sheogorath, prince of madness is also a prince of order just brings it to a higher level of Madness. I don't think that either of the two was there before the other. Like that Sheogorath is a cursed Jyggalag...
The fact that the Champion of Cyrodiil became the prince is in my eyes just a trick of Sheogorath, just to add a VIP to his collection of maddogs.. Cuz the CoC could never be the only person not to go mad in the Isles...
Ofcourse every opinion of what happened has right and wrong sides some uses some proofs others don't... But saying that someone's opinion on this is wrong can't really be said since Bethesda didn't gave any explanation so far...