I'm no lore expert at all. In fact my eyes glaze over and I start yawning when it goes much beyond what I need to support my story; however, here are a couple snips that may be relevant:
Per UESP wiki:
Aurbis: 2.The name given to the universe in which The Elder Scrolls games are set, encompassing the Void, un-Void, Oblivion, the Lands of Aetherius, Mundus and the Outer Realms.Reference:
http://www.uesp.net/wiki/Lore:Aurbis*
The Planes of Oblivion are the dimensional planes which are home to all the daedra. Each of these planes can be very extensive; Molag Bal's plane is described as being a replica of all of Nirn, and Hermaeus Mora's is infinite in size.
Each prince's plane may have a more specific name, for example: Apocrypha for Hermaeus Mora's, Coldharbour for Molag Bal's, Moonshadow for Azura's, Quagmire for Vaermina's. Each plane is supposedly very different in appearance, depending upon the nature of the prince who rules it. They can range from beautiful to desolate; some may not even resemble worlds as we think of them, containing nothing but dust and smoke, or changing constantly.
Oblivion is often associated with tales of Hellspawn and most forms of Destruction (especially fire), and is likely known as Hell, or the home to demons. This is not true, as the Daedra are not actually demons, only sentient beings who do the bidding (often destructive) of their respective masters. Also, this image is probably only accurate for the planes of daedric princes known for destruction, such as Mehrunes Dagon and Molag Bal.Reference:
http://www.uesp.net/wiki/Lore:OblivionJust as with our world, it would not surprise me to find that the world of TES contains various aspects regarding its nature and origin that conflict, or are unclear.