"Things are going on, good sir" the daedra said to the demon before looking back at Shepard and said "And to answer your questions young lass: I'm Sheogorath! Prince of Madness!...And other things...I'm not talking about them. As for where we are, we are..." Sheogorath then paused, looked around, and simply said said "Somewhere". Sheogorath then looked Shepard up and down before saying "It's my turn to ask the questions. When in oblivion are you wearing? Are you from the future or something? Also, what is that strange piece of metal you were reaching for just now? Is it some kind of weapon? If so, can I have it? I just love new toys!".