After hearing about a Strange Door in Niben Bay, there will be a map marker for a landmark in Niben Bay, due east of Bravil. The Strange Door is a three-faced statue on top of an island, with a glowing portal inside of the mouth. The plants that grow on the island represent the only Shivering Isles intrusion in all of Cyrodiil.
Gaius Prentus, a guard from Bravil, is watching the door. Shortly after the Hero arrives, Belmyne Dreleth will emerge from the door, ranting with insanity. After making a wild speech, he will eventually attack them and Prentus. Prentus can easily take care of him. After talking to Prentus for a bit, a voice emanates from the statue, inviting them to the Shivering Isles.
On the other side of the door is a small, gray-stone room. A table with a metronome and a copy of The Madness of Pelagius is in the center of the room, and Haskill is sitting at the far side of the table. He asks you to sit down.
Haskill explains that his Lord, Sheogorath, is seeking a champion for an unspecific cause. If the Hero agrees to enter the realm and become Sheogorath's champion, Haskill gets up and leaves. Then the walls dissolve into butterflies.
I've found a strange door in Niben Bay.
A guard, Gaius Prentus, has approached me. He tells me that the people here have all returned from inside this strange gate, and all are now mad.
I have decided to attempt to become Sheogorath's champion. In order to meet Sheogorath, I must first pass through the Gates of Madness, guarded by the Gatekeeper.