We have never visited the planets of, for example kynareth.
I have no idea why Kynareth looks like this: http://www.youtube.com/watch?v=FeHExWBxzso
Is there some significance why their shrines look like the way they are? No lore to explain.
Only Nirn (the body of Shor) is playable.
Why can we go to daedric prince's planes (as seen in oblivion), but never to the other planes of the aedra?
What would going to the plane (planet) of Magnus be like? Probably boiling hot like the sun. Or it could be pure magic, as Magnus and other "stars" let in magic to Nirn.