At the end of you main quest martin tells you that you will return when the next elder scrolls is written, what does that mean?

The next game-Skyrim

That isn't what he said.

"When the next Elder Scroll is written, you shall be its scribe. The shape of the future, the fate of the Empire - these things, now, belong to you."

I think plainly the first sentence refers to that the Hero of Kvatch's actions will directly affect what is becomes inscribed on the next Elder Scroll. As for the rest, the world has factions, sidequests, etc etc and that how this person does things will effect those outcomes as they are part of the Empire.

On top of that, it could have been a bit of foresight to the Hero of Kvatch becoming Sheogorath, and having influence on the Empire.

I think the main thing is that the CoC will have great impact on the future, that's all. It leaves it open ended, which is the full intention of the story so that for your own character, you can create your own history and future.