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1.
1). The madgod.
2). Referred in Khaiji's mythology as skooma cat.
3). An insane psycho nut job.
4). Smack him and he'll send you plummeting to your death, and no there is NOT cheese at the bottom to soften your landing.
Guy 1: "Hey I just saw Sheogorath, he pulled out my intestines."

Guy 2: "HOW ARE YOU STILL ALIVE!?"

Guy 1: " I dunno..."
by Tooth-in-Sea May 16, 2007
 
2.
Complete insanity. All loss of reason.
You better not make fun of my mom.
Why not?
She's Sheogorath.
Oh, Sorry.
by TnerB June 20, 2006