Sheggorath is the Skooma Cat, and skooma is typically reviled in Khajiit culture. Even amongst skooma aficionados, a Sheggorath follower would likely be viewed with fear if not outright hostility. Sheo is a scary Prince He can cause whole towns to turn mad. Take away people's lives and drive them into complete insanity. Scary. Also a lot of mental and emotional torture. Imagine seeing someone you know and love fall into that kind of state. They're still there in some ways, little glimpses of memories you two shared, but they're twisted beyond repair and will never be the same as the Mother/Brother/Friend they once were. It tortures them, and the people who have to see them go through that. The Sheogorath of the games went way too down the whole Alice in Wonderland path. In reality he's a being who reaches to the core of your head and pulls out what you never wanted to see, who perverts every memory he touches, who throws you down a manic fantasy-world, or keeps reminding you why no one could ever love you, or urges you to shoot up again every time you come down. It's no tea time with a silly old ramble. He's extremely unpredictable, he could either pat you on the head and be fair or completely disembowel you and bathe in the gore, he can drive one mad and bring about great mental and emotional torture, I mean the man slammed a giant rock into Vvardenfell and caused Red Mountain to Erupt, Sheo is in my personal opinion probably one of the more powerful Daedric Princes and can be an utter terror or a hilarious delight, possibly both you never know with him. Which makes sense given the mania and dementia of himself and his followers. Sheo has cultural connotations with drug addiction in Khajiit culture, specifically skooma. There's a bit of an underlying intimidation to dealing with one, since there'll always be this tension as you expect a worshipper to attack like a crazed man with a used heroin needle in one hand. Do you know of any junkies in your area? we're not talking that junkie who's tried to get clean several times and just failed each time due to circumstances, we're talking about that junkie who is a junkie and loves it. Not only is that junkie a junkie who loves it, but they worship a very real, very fucked up being that revels in pain, misery, suffering, and madness. Essentially, they're a junkie that's an acolyte of someone who's pretty much The Joker, if The Joker was a god.