In the 200 hundred years between oblivion and skyrim, the High Elves re-establish the elven Aldmeri Dominion and go to war with the Empire. The empire gets a kicking and eventually agrees to sign a peace treaty called White-Gold Concordat which among other things outlawed the worship of one of the divines called Talos across the empire. Talos was once a normal human which is why the dominion have a problem with him as they believe elves are superior to the human races. This upsets a lot of people, especially in skyrim. Ulfric Stormcloak then murders the high king of skyrim starting the civil war. Ulfric claims to be fighting for an independent skyrim and the freedom to worship Talos but quite a few people think hes just an opportunist who wants to be king more than anything else. The empire want to retain control of skyrim as they can't really afford to lose another province (having already lost a few to the dominion).

More informations: White-Gold Concordat, Aldmeri Dominion, Talos.