At first I thought that Oblivion meant the Deadlands, Mehrunes Dagon’s realm. Then I read some more, and came to think that all of the Daedric realms exist within Oblivion, and Oblivion is the Void. So “a Gate to Oblivion” should be “a Gate through Oblivion,” maybe. Then there’s the load screen saying to save often, for the planes of Oblivion are a dangerous realm. What? I think I’ve missed something.
Sorry if this was discussed at length years ago, I looked but didn’t find such a thread.