Hmm. The problem with that is in order to have your own adventure in TES, you need to have knowledge of the universe it is set in. Otherwise, if your personal quest is to look for a fair maiden lady named Joan in an universe where people put apostrophes through their names, you'd be lost.
Huh. That actually sounds like an interesting idea.
I don't think knowledge of the universe is required per se, though it certainly helps a lot. The main thing to realize is that unlike a lot of other fiction, where information about the setting is handed out easily, in TES information is handed out in small tidbits at a time. I talk about the setting, not the stories in them per se - for instance it's one thing to know that there's a dark lord and that he has his reasons for doing what he does, but it's another to know the political, cultural, or religious context behind such reasons, and the different opinions on him. In a way, it kinda resembles research in history or anthropology or something, I think. So I think it's less knowing the lore, but rather knowing that you
will have to reckon with it directly and indirectly - the Skyrim civil war, for instance, and how most players justify joining one side (or joining neither) by learning about the context and background of the war, is probably one of Skyrim's more substantial examples of this, I think - you first form an initial opinion about the war, then as the war progresses, and/or you learn more about it from different characters who have different opinions, you either confirm your initial impressions, or realize you've made an error.
Alright, I'm rambling, since I'm a TES fanboi; of course, you can just install a bunch of bikini and boob mods, run around killing people indiscriminately, and drop cheese wheels everywhere for the lulz. That's also a totally valid way of playing.