To properly understand Skyrim, which one must do if they are to take on the burden of describing it for the layman, its geographies, its histories, its peoples, and its myths must be perceived as an aggregate. The Northlanders and their environs are the most variegated simplicity on this earth, with their heroic narratives serving as a record of all events leading to the present day. Which is a long way of saying that the land and the legendry of Skyrim is of a cycle not quite recognizable as prudent to the rest of the Empire's Mannish kingdoms, since the Cyrodilic south prefers some coherence in their Fatherland's fancy and it will give them none. Perhaps in this way, the Sons and Daughters of Kyne are more akin to the mytho-genealothosphy of the modern Mer, but attempts to find common purchase in this matter is always met with the shaking, frostbitten beards of those that hold most dear the Nordic faith.
With that preamble sitting precariously on a precipice (an idea that the Nordic Greybeards study themselves with an almost reverent amusement), let us just say here that Nordic faith is complicated. It is decentralized by the inevitable embellishment and narrative entanglement of millennia of oral tradition. Most Nordic myths contradict each other, using anachronisms or elements co-opted from other cultures, or repeat themselves under different guises. Sometimes they do all of this, and purposefully so.
Indeed, the Nords freely admit their mythic haberdashery, and take great delight in mish-mashing their legends together (and the legends of others, even their historic enemies, the Aldmer and Orsimer) into "whatever just tells a good story at feast time." As their Clever Men are fond of saying, "The snows melt and then freeze again and in the end it is all still so much water. Legends are the same."
It is almost palpable here, the wondering anticipation of the reader how these ideas might apply also to (indeed be part and parcel of) the very ostensibly empirical observations of Skyrim's history and geography. There is no better rendition of this seminal through-line of the Nordic comprehension of this kalpa than their most famous tradition, the annual reckoning of the Thirteenth of Sun's Dawn Feast for the Dead, "The Five Hundred Mighty Companions or Thereabouts of Ysgramor the Returned", a song so delicately exquisite that the throats of every hallskald worthy of becoming hoarse in its telling proudly tells it at knife and mead point, relishing in the danger closeness of both.