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Each installment in the series does a reasonable job of introducing pertinent bits of lore as the questlines progress. There are also numerous in-game books that serve to fill in Tamriel's history, legends, and mythology that you can literally read as you find them. That's really it.

But if you want an outside-of-the-game source for any lore question you could possibly have, you've already found that, too. Beyond UESP, there are probably hundreds of youtube channels by this point dedicated to the franchise's settings and lore and surely some among them break down the details into more digestible portions for you.

Before you go down that rabbit hole, though, what is it that you would like to know?

Oh, you spammy jerkwad. Begone!

Elder Scrolls take place within the world of Nirn, which exists within the dream of a God like being called "The Dreamer." Everyone and everything in Elder Scrolls is a part of this beings dream, including your character. Essentially, the only real thing in the Elder Scrolls is the Dreamer. One could speculate He Dreams to avoid the eternal loneliness of an isolated existence. In any case, the most powerful aspects of the Dreamers subconscious become Gods in their own right inside the dream. With some exceptions, all deities in the Dream fall into the category of "good" deities or "Aedra" and "Bad" deities or "Daedra." The Aedra were tricked by a mostly dead God called Lor'Khan (A previous incarnation of Talos) into contributing their power to the creation of the mortal realm so that the smallest souls (mortals) would have a place to exist. As such the Aedra are semi conscious entities of great power, who are still relatively weak compared to the Daedra, who are still fully aware and in control of their powers. The mortal realm itself cannot simply be taken by Daedra, however, because it contains the sum power of multiple Gods, outweighing the power of any individual evil God. The humans of Nirn are very similar to those found in Conan the Barbarian, while the non human races more resemble Aliens from Star Trek than Faeries from Tolkien. Beyond what I have stated here, the TES lore community is a warzone, with fans, writers, and ex writers all in constant disagreement over minor details. Something else to remember is that TES canon functions the same way that Rick and Morty does. Multiple timelines or "Dragon Breaches" exist to represent each individual playthrough.