Um, what? All you know, and all anyone knows, at the beginning of Oblivion is that the Emperor got axed. The Emperor, voice acted by Patrick Stewart, whom you met and talked to as to give weight and meaning to the world shattering event that by itself would have meant nothing to any new player. You learn about Mehrunes Dagon way later on, and the game eases you into that too. You're not just dropped into some random inn, given a quest and asked to read on some random book about some God you know nothing about, because that would suck.
Except that that's not exactly true, right? We not only know the King got whacked, we see who did it, and they're trying to whack us too. Subtext: We are drawn into a world shattering event, from people that we know nothing about. Nowhere did Oblivion pause the game and explain who the Mythic Dawn worships. I may be misremembering the name of the cult. What I am not misremembering is that they were worshippers of Mehrunes Dagon, and, as you point out, a new player would have no idea what that means, or who it is, and we don't get that information until much later.
So if a new player starting in Oblivion had gone to the forums complaining that they didn't understand why this cult they know nothing about was trying to kill them, what would the response be? I'm going to go out on a limb here and say it would be a lot different than what we're getting here, right?
