No. The daedric realm, Oblivion, has no single ruler. While some of the daedric princes are more powerful than others, they all rule over their own domains.
Enter the gateget to the top of normally the largest tower or whichever looks most importantEnter the sigil keep (room at the top of the tower) and take the sigil stone (firey ball)If you don't want...
I've played this game through like 5 times on each difficulty on the xbox360 and there is no real way you can without mods. If you play along the storyline eventually they pop up and there are 16...
Not really. Oblivion has a main plot that has to be followed. The events of this plot are part of Skyrim's background. In canon terms, the main character from Oblivion becomes Sheogorath, Daedric...