As with other games in The Elder Scrolls franchise, the game is set in the continent of Tamriel and features a storyline indirectly connected with the other games. The game is set a millennium before the events of The Elder Scrolls V: Skyrim and around 800 years before The Elder Scrolls III: Morrowind and The Elder Scrolls IV: Oblivion, with the Daedric Prince Molag Bal appearing as the main antagonist as he attempts to meld the plane of Mundus with his realm of Coldharbour.
Stuck and need some help? Check out some of the questions the community have asked relating to this game. If none of these answer your problem or you want to get some tips when it comes to a particular level, feel free to submit a question of your own.