Elder Scrolls IV: Oblivion - Shivering Isles

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You don't need to be mad to quest here, but it helps

Once the fog of butterflies dissipates, you find yourself in a walled area known as The Fringe, and to escape this there’s the small matter of getting past the goliath Gatekeeper - a terrifying construction of the body parts of various creatures whose job description provides a fair amount of the plot later on. Once you’re past him though, you’ll find yourself searching out the man of the moment: Sheogorath. And once you meet him, alongside his loyal chamberlain Haskill (very much a Jeeves to the big man’s Bertie Wooster), the plot starts ticking.

“The first time you meet Sheogorath he says: ‘You know what? I need a mortal champion and you’re the only one who’s made it to talk with me, so you’re him. You are my champion’,” explains an enthusiastic Nelson. “But you don’t really get an idea of what your real job is going to be. Sheogorath only gives you bits and pieces - he doles out information slowly. He’s the god of madness, and he tends to speak in unintentional riddles and go off on tangents about pudding.”