It does have a fair amount of lore in the whole Elder Scrolls universe. However it's only really there for people who are really interested in it. If you aren't, then you likely won't see it or consider it when talking about the games lore. It's not as good in Oblivion/Skyrim as it was in Daggerfall/Morrowind, but it'll still likely pique the interest of someone who is interested in that type of thing. Example: Here's a picture of what it looks like when you print out all of Oblivions books and bind them together:
I would totally buy a Collector's Edition if it came with that book even though I've probably read all of those books in the games anyhow.
Probably just a cheap eReader with that thing preloaded. Thing's massive.
I used to get into the lores, and but not any more. If it's not mentioned in the game, I pretty much ignore it.
Do books count as mentioned in the game? If so there's a ton of stuff in game even.
Even Bethesda themselves are known to bend their own lore so it's not necessarily something to be sticklier over, it's just a huge rabbit hole of weird story info to jump down if you so desire.
Midweek Madness is the Dead Space games at 75% off ($4.99 each)
Today's deal is The Guild II Collection at 75% off ($4.99)
The Guild II - $2.49
The Guild II - Pirates of the European Seas - $2.49
The Guild II Renaissance - $2.49
Edit: The Guild should totally have a Felicia Day mod.
I already have the Guild games on GOG and don't think I care enough about them to double dip. A Felicia Day mod might help but then again I still haven't gotten around to getting that DA2 DLC and probably won't.