Oh yeah. Morrowind. I'm really liking the story. The story has been compared to the Baldur's Gate series, though that's a very shallow way to look at it.
In Morrowind, you set out to fulfill a prophecy. It's obvious from when you first step off the boat and someone tells you about the Nerevarine. But the way it's all gone about is different. The prophecy isn't your normal 'this will happen and you will do it' deal. It just says that the person who saves everyone is the savior. So it could be anyone. There is no one particular person who will do it until it happens.
But there's still one thing I don't get. You have the support of the Empire, yet the stories tell you that the Nerevarine will drive the Empire out of Morrowind. It doesn't make sense. Unless there's something else going on.