Jyggalag, the Daedric Prince of Order, is the leader of the Forces of Order. Due to his growing strength and knowledge, the other Daedric Princes decide to lay a curse upon him, changing him into that which Jyggalag is afraid of most, chaos and disorder. From this curse, Sheogorath is born as an alternate persona of Jyggalag.
At the end of an era, Jyggalag is allowed to return to his true form in order to invade the realm of The Shivering Isles which is referred to as The Greymarch. In appearance, Jyggalag is pretty much an oversize Knight of Order but is much stronger than even a group of the knights.
The main quest of The Elder Scrolls IV: The Shivering Isles game, the player sets out to end this cycle of destruction and chaos. In the end, if the player can overcome Jyggalag in battle, the cycle is broken and the player is rewarded with the Realm of Madness and named the new Sheogorath.
 Related Quests
Related ThreadsJyggalag In My Inventory? How Did This Happen... - last post @ Feb 4, 2014
Jyggalag's Sword.. Potential spoilers. - last post by @ Apr 18, 2007