Why do the people of Tamriel know so much about the nine divines? There may have been some avatars of them but how did they get to know them, how many they are, and so on? They didnt tell the people about themselves did they?

Well, origionally there were only eight, the ninth is Talos/Tiber Septim, so one of them was the Emperor of Tamriel. The others are a mix between the merish and nordic pantheon, so they have generations of 'info' about them from their ancestors. On top of that Akatosh made a pact with Alessia to maintain the barrier between the Daedra planes and Mundus. Id say its a mix of tradition and first hand experience.

Arkay was also human once I believe.

They know about them they same way we know about our myths, with the added bonus of occasional empirical experience and general metaphysical structures to look towards.

But the nine divines do really exist, so how did the people get to know them?

Dangerous statement there.
They learn about them in the same way we learn about our gods, prophets and conversing them.

Besides avatars, mantling, and other appearances of them on earth, as well as the expected stuff like myths, histories, prophets, and holy texts, scholars can directly anolyze Tamriel's mythic past. Kinda like earth astronomers can look back in time to the founding of the universe by looking really, really far away - but with moths, meditation, and enlightenment.