A Sad Fate
As soon as you approach the hill to Kvatch, you will soon will see an encampment. A panicking Altmer will explain that Kvatch was overrun and destroyed by daedra the night before. The only survivors are those as the encampment behind him, and the few Kvatch city guards that are left who are at the city gates trying to close a strange portal, a portal he claims that leads to Oblivion itself. He advises you to leave, just before he takes off himself. Follow the trail up the hill to Kvatch.
 Gate to Oblivion
As you climb up the hill, the sky will turn dark and red, with roars of thunder. Surely, this can not be a good sign. At the city gates is a large, glowing red portal, the very same portal the Altmer was speaking of. You will also encounter very few Kvatch soldiers fighting the daedra coming out. Talk to Savlian Mattius and offer your help. His troops are preoccupied with the daedra, so he needs you to close the gate. Run up to the gate and activate it.