Originally Posted by Fish
Oblivion Gates are the gateways created between Oblivion and Tamriel. They are magical portals that facilitate travel between the two planes. They are made by Daedric worshippers in an effort to essentially merge the worlds, allowing the Daedra to roam Tamriel and rule it.
Sorry, the W was for "where" not "what." My bad.
I should have gone with my first instinct to say that I was disappointed we didn't see any daedra.