I am amazed to see no one here gives a banana about elder scrolls lore and story line.
Personally I don't think any of the TES games are that filled with lore. If you consider how much lore comes from external sources, it seems that TES asserts that players either know a lot of lore already, or don't care. Sure you could learn a bit from books, but it would be totally random bits of knowledge...
I'm pretty sure the amount of lore I learnt ingame is pretty much just the events of the game - which are pretty minor events compared to other parts of the lore...