Forgive me for this question, I don't mean to insult, especially since english is definitely not everyone's first language, but do you mean purpose?
I will continue and touch specifically on your question first:
"The last battle" is also the first battle. Between each kalpa (think world cycle) is the Dawn Era. During the Dawn Era the War of Manifest Metaphors takes place where those who follow Lorkhan/Shor/Shezarr/Sheor do battle with those who follow Auri-El/Ald/Aka. Shor Son of Shor calls it "the Awful Fighting."
As far as the purpose of Tamriel, that's a short aswer with a complicated explenation. The purpose is to create an Amaranth, which is when a person sacrafices himself to create a new universe. He knew that the immortal et'ada would never be able to achieve such a state, so mortality had to be created.
Correct, English is not my first language, thanks for the correction.
So basically, Tamriel is an arena in which mortals fight to favour their gods... there's not a final purpouse..?
Perhaps I misunderstood what I read time ago... but as far as I recall the other continents from were the mortals came from are no more, or were left behind. All were pushed to Tamriel in order to fight and become stronger, to prepare for some end.
It might be that I've got confused and mixed memories... I wish I remember which book I read that gave me that idea...
Yeah, there is some misinformation here. There are some separate thoughts here that have been mushed together. Tamriel is in fact the Arena, but it is not made by the gods for mortals to fight. It is the Arena because it is in constant conflict. The Aurbis (universe) is the creation of the mind of Anu, and his mind is in conflict. Mundus, being the center of the universe, and Tamriel, being the center of Mundus, is the center of this conflict. This is why war exists. This is why people fight. Not because any god or gods force them, but because the subconciousness of the Godhead is intuitively conflicting with its self. This is the Anu/Padomay duality. It all comes back to that.
The purpose of Tamriel comes from Lorkhan, who put the plan together to make Mundus in order for the et'ada (original spirits) to become mortal. The reason behind this is because only mortals can achieve CHIM and Amaranth. Immortal spirits do not have the ability to self reflect enough to realize the truth.
The continents are destroyed for a multitude of different reasons. Yokuda was destroyed by the Pankratosword, which is a cutting technique that "splits the atomos." Basically, the TES version of a nuke. This destroyed the continent. Why it's destroyed is something else entirely. It's a memory of the Godhead, Anu. It is a past rememberence of a lost land, as remembered by Anu.
Lyg is complicated, to say the least. Imagine if you would for a moment a mug of coffee. Then place that mug onto a napkin. The condensation falls to the napkin and occasionally you will get coffee spilling over onto the napkin. This creates a ring in the shape of the mug stained by the contents of the mug. Now remove the mug and flip the napkin over. The stain on the other side of a napkin is Lyg.
It is partially Tamriel, but not really. It is upside down, but not a reflection. Lyg is the domain of the Magna-Ge, in a similar but not exact way that Tamriel is of the Aedra. It is the Adjacent Place where one has to "step sideways" in order to go there. It is where Dagon wasnforged with Hope to make him the Razor. Lyg is a place of destruction, death, and aspiration.