So the premise of this world is that a long time ago there were deities, nobody would deny their existence as their was tangible proof of their existence. But then an almost mythical historical figure called the God Slayer rose to power and did slaughtered every single one of them. Before that though, there was a prophesied hero who was meant to stop the God Slayer and they evidently did not.
The magic of the gods still courses through the world but it is not stable, and neither is the world. Many civilizations fell and monsters plague much of the world. And religion became weird. But on the bright side magic is more available to mortals, not by much but noticeably.
But this story is far removed from that time. Monsters are still a problem but it's become a normal fact of life now. Most, if not all, gods have been forgotten but still some groups cling to the idea of a deity. Or they have simply moved on to worshipping to other powerfull beings, but most simply have left those "archaic" ways behind.
Only Oblivion remains.