The Elder Scrolls includes two major groups of gods: the Aedra and the Daedric Princes. The Daedric Princes are generally considered to be the "bad" gods, but this isn't entirely accurate.

Part of Skyrim's appeal, and indeed the appeal of ... Pledge your allegiance to the Daedric Princes - and to J.R. from Tamriel Vault. Their Oblivion Walker build has stood the test of time.