There was only Void in the beginning. One day he decided to create Eris of Disorder and Aneris of Order. Eris was born pregnant and, after 55 years, gave birth to the seeds of many things. Aneris had born sterile, and soon became jealous. So she started to steal away existant things, made them into nonexistant things, and claimed them as her own. Eris became sad and said that she would simply give birth to more things. Aneris replied that she would simply continue to steal her sister's creations away.
Void grew angry and created a son, one of Spirituality. He declared that the brother of the two would travel back and forth between them: a time in existence, and a time in non-existence. He declared that the brother of the two would travel back and forth between them. Order doesn’t rule Spirituality forever and neither does disorder. Spirituality would travel back and forth between and disorder, causing the principle of chaos. He actually has two names, depending on with of his sisters he is with. Sheogorath is Spirituality when ruled by disorder. Jyggalag is Spirituality when ruled by order. Since Daedra are subject to a reincarnation cycle, this “Daedric Prince of Spirituality” is doomed to relive the endless cycle of the Greymarch.