Now for the Daggerfell Chronicles! Although there are still a lot of changes to come before TES lore becomes settled, Daggerfall is more closer to what we see formed in later games than Arena.
A timeline of the history of the Empire. Haymon Cameronn conquers Valenwood with supernatural armies, Tiber Septim conquers Tamriel with the Numidium, the Thrassian Plague wipes out half of Tamriels population, Jagar Tharn traps Uriel Septim VII in another dimension and takes his place with illusion magic and more. Also of interest, the hero of Daggerfall is 30 when the game takes place, and the Eternal Champion is 35 around this time.
The gods of Tamriel, of which eight are listed (Talos is yet to be a thing as he's introduced with Morrowind and Redguard)). Their spheres are more or less the same as later games.
Royal family trees.
The 16 Princes. Daedra are magical beings from another dimension. Although much of their spheres are the same, some of them will grow or change with future games.
The Mace of Molag Ball will drain the victim of magic and strength.
The Oghma Infinium can increase the readers abilities to near-demigod proportions, and was written by Xarxes. The Necromancer's Amulet is the last surviving artifact of Mannimarco, which grants the ability to regenerate from injuries and absorb magicka. However, it's unstable and doomed to fade in and out of existence in different locations.
The Sanguine Rose can summon a lesser daedra, which will attack any other creature in the area. The more its power is used, the more the Rose wilts, until it's petals fall off and it looses its power, at which point Sanguine will pick a new rose from somewher in Oblivion to give to a new champion (interestingly enough, Sanguine is referred to as a her here, when Sanguine is usually male; however, as intangible entities, Princes don't really have a sex or gender).
Azura's Star is a reusable soul gem. Chrysamere (or the Paladin's Blade, or Sword of Hero's) is an ancient claymore that has powerful offence and even more powerful defence, protecting from frost, fire, damage and even deflecting offensive spells back at their casters. However, this sword doesn't favour any one champion, and as thus does not stick with any bladesmen for too long.
The Ebony Blade (sometimes referred to as the Vampire or the Leech) is a dark katana which has the power to suck the lifeforce out of its victims. That being said, the sword may be no more evil than the one who wields it (this is something which was almost certainly retconned later). A wizard is said to have cast a charm so that no one could wield this blade for too long (although if this remained the case I'm not sure). The Ebony Mail is said to have been created before recorded history by the dark elven goddess Boethiah, and only she chooses who's worthy to wield it.
The Ring of Khajiiti allows the wearer invisible, silent and quick. Rajhin used the Ring to make himself the greatest burgler in Elsweyr, but it eventually left him after such constant use, leaving him helpless before his enemies. The Ring of Namira is aligned with the darker side of nature, and reflects back attacks with various degrees depending on if they're natural, supernatural or unnatural.
The Wabbajack will turn the target into something else at random, either stronger or weaker. THe Warlocks Ring of the Arch Mage Syrabane, who used the Ring to save the entire continent. It reflects spells and improves their speed, but no adventurer can wear the ring for long as it's said that only Syrabane can command the Ring.
The Staff of Magnus is described as a metaphysical battery for Magnus (this was since retconned). It regenerates the users health at remarkable rates. In time, the Staff will abandon its wielder so as not to risk them growing too powerful and throwing off the mystical balance the Staff is Sworn to protect. Volendrung (also known as the hammer of Might) was created by the now vanished dwarves of the Rourken clann hundreds of years before they vanished from the world. It has the ability to grant health to its wielder and paralyzing and leeching foes. Volendrung is prone to disappearing suddenly, to resurface anywhere from days to eons later.
Spellbreaker is a mighty dwarven tower shield and one of the most ancient relics in Tamriel. It was used by the dwarven clan Rourken against the Arch Mage Shalidor in a great battle long ago. It can almost completely block out all magic by dispelling it and even preemptively silencing the casters. It's said that this shield still searches for its owner, and will not be possessed by any individual for too long.
The Masque of Clavicus Vile makes any who wears it more popular, and to receive a more positive response. Avalea was a noblewoman who was grossly disfigured as a child, but made a dark deal with Vile. The Masque did not change her looks, but it made everyone respect and admire her more. However, after her marriage to a baron, Vile reclaimed his Masque andalthough pregnant Avalea was banished. 21 years and 1 day later, her daughter got vengeance on the baron. Mehrunes Razor is a deadly blade that can kill any creature instantly. 80 years before the events of Daggerfall it's believed to have been used in an internal power struggle of the Dark Brotherhood.
Auriels Bow is one of the mightiest bows in history, wielded by the elven demigod Auriel (this was retconned to Auriel outright being a god and the Aldmeri aspect of the Time Dragon). It can turn any arrow into a missile of death and destruction. Without Auriel to power it though, any other wielder will eventually exhaust it of power until it vanishes and reappears again.
Auriel's Shield once belonged to the quasimystical elven deity Auriel, and using it can make its wielder nigh invulnerable. Like many of the artifacts of Tamriel, the Shield has a personality of its own, and does not feel bound to the user.
Hircine's Shield can grant a lycanthope the ability to control their transformations into a werebeast. The Lords Mail (also known as the Armour of Morihaus and the Gift of Kynareth) is an ancient cuirass of unsurpassable quality. It bestows the ability to regenerate health, resist the effect of spells and cure poison. It's said that whenever Kynareth finds the wearer unwieldly she takes the Mail away from them to hide away for the next chosen one.