I can understand Daedra worship, as a least the Deadra manifest themselves in a way that is tangible (it's pretty hard to ignore a great big oblivion gate on your doorstep). It seems to me that the Nine do very little that would lead people to believe, yet everyone seems to take their existence for granted.
I look at the Nords of Skyrim as probably the most headstrong and independent race in Tamriel - surely it would be more realistic if some of them were to doubt the existence of the gods altogether? It makes no sense to me that the Nords in particular would follow blindly...
Thoughts?
I really doubt it. TES religions are based on real, tangible things. Their gods are real, physical entities that have been seen by quite a few people, their powers are felt quite often (being cured at a chapel, their blessings making people stronger, etc.). The "gods" of the TES universe, both the Aedra and the Daedra, have fairly active roles within the world. Maybe their presence isn't there at all times, but since the Aedra gain power from the worship of mortals, they need to do things that make the mortals want to worship them. And the Daedra... well they just like to mess around with Nirn, so they're usually quite present in the world in some form or another. I guess there most certainly could be atheists within TES... but they would have to be in some pretty bad denial to not see all the evidence of the Daedra and Aedra's existence.
If anything, I think it's far more likely for there to be people who doubt the powers of the Aedra. There really isn't any doubting their existence, but since they rarely do anything truly extraordinary aside from curing diseases, there probably are people who doubt their power, if not their existence. But then, many of the people who doubt the power of the Aedra look to the Daedra instead, since they tend to make their power quite evident to everyone. The definition of Atheism is not believing in any sort of god or "higher power" but in the TES universe, "higher powers" are very much alive and present throughout the world, making it pretty hard to not believe that they exist.