Like Oblivion, Shivering Isles is an open world and after the first few moments you're free to ignore the main quest and explore the islands at your leisure - but the main quest is somewhat of a 'doozy'. Pop into the light at the beginning and you'll have the not inconsiderable task of getting past the gatekeeper, that unsightly collection of body parts that was giving you the eye (or at least the helmet) when you picked this magazine up off the shelves. We won't spoil the solution here and now, but let's just say that walking up to him and stabbing him in the shins is unlikely to yield much success.
Succeed, and you'll end up in a dingy room, in which you'll encounter a slightly arsey slaphead named Haskill, who explains that you're now Sheogorath's chosen mortal champion. You'll have encountered 'Rath before in Oblivion, perhaps - he's the unhinged jester-type who, upon completing his quest, caused a thunderstorm of blazing bow-wows to fall upon the Khajiit clan's land. You'll also remember him for his Wabbajack - a mystical weapon that transforms anyone you turn it on into a random creature, for better or worse.
GOOD TO BE MAD
Sheogorath is in a bit of bother, you see. You discover that the madness shrouding the islands is a control mechanism over the people who live on it - distracted by their illnesses and the factions locked in a bitter squabble, Sheogorath's reign over the lands is pretty much unchallenged. But enter stage right another Daeric Prince - Jygglag - keen on restoring sanity to the islands by inducing an event called the Greymarch, a state of affairs that would leave 'Rath in very hot water.
So you'll be asked to go out and do things for him, including, eventually, the rebuilding of the gatekeeper that you so thoughtlessly slew earlier on. You'll forge relationships of some kind with mentallers on both sides of the Mania/Dementia divide, and at some point will be called upon to align yourself with one of the factions.
If you feel - like very many on Bethesda's forums - that helping a Daedric Prince isn't exactly in keeping with your character's mindset, then fear not, as Bethesda think you're all too young to wear worry lines on your faces. What happens in this realm stays in this realm, with no repercussions once you nip back to the land of Oblivion. Perfect stress relief, one could say, for the do-gooder who fancies wrecking more comeuppance-free lifewreckery over in the Shivering Isles. Your stock will rise as you earn the affections of the Prince, and you'll find yourself getting annoyed with the would-be adventures who pour through the now wide-open portal between the two planes of existence. You'll even be given your very own chamberlain - or tips guide - the aforementioned Haskill, who you can summon at will, regardless of your situation. He doesn't take to this new arrangement terribly well, of course, and will have a few barbed comments to make if he feels you're wasting his precious time.
SHIVER ME LIMB-BERS
As we said at the beginning, this is more than just an expansion pack. So long is it, and so radically different from the world contained within the original disk, that Shivering Isles may as well be called a sequel. At the very least, it's a refinement of Oblivion - with a smaller area to play with, Bethesda have been able to really work on the world they've created, and the end result is something which just feels tighter, more focused and just plain better than before.