Like others have said, by and large the game puts an emphasis on running around beating stuff up rather than knowing the near-tolkeinesque level of background lore. If you get off on that stuff, then you'll be like me and do nothing but read the many and varied tomes for your entire play session. Multiple times.
Let me also echo something that others have said, and this goes for all of the sandbox Bethesda games like fallout and TES. You needn't read all the books. You'll burn out if you plow through the books too quickly. Secondly, don't feel you have to loot every barrel, sack of flour, baskets ect... The vast majority have junk in them. I stopped playing Fall Out 3 after literally looting half the capital wasteland. The lockers in my house were jammed with damn near everything except for tin cans.
Another reason I stopped was due to playing it on the xbox. Bethesda games are meant to be modded. Do a little bit of reseach and get some mods. Theres a Skyrim thread here worth checking out, but you'll have to search to find it as it's a bit buried. Most of the uber enthusiasts here with deeper pockets than I (much respect) have already discussed the game to death back when it was new. Late comers like us can really benefit from all that knowledge. It's also an awesome time to get into this game from a bugs-have-been worked out standpoint.
Last thing I'll do here is explain one lore aspect that's relevant without doing any spoiling. Tiber Septim, the first emperor/founder of the empire, was deified. He is worshipped as the god Talos. Humans, especially the nords, were into Talos worship. The elves never really warmed up to the prospect of a human born god, so to avert more warring the current emperor agreed to outlaw Talos worship. Jarl Ulfric and his stormcloaks were like "hellz naw" and have been waging an insurrection to free Skyrim. Both sides have good and bad points to them, so it's not like a star wars thing where the empire is completely bad and the rebels are clearly good.