Get to the Shivering Isles in Oblivion

If you want to visit the Shivering Isles in The Elder Scrolls IV: Oblivion, this article explains how.

Steps

Download and install the Shivering Isles DLC.
- A new quest should be added to your journal called: "A Strange Door" 24 in-game hours after you install the expansion. If this doesn't happen, then try reinstalling the expansion pack. You can also head to the Strange Door before the game hours have elapsed and you have received the quest, but you will not get a quest marker.
Walk or fast travel to the Bay Roan Stables, just outside of Bravil.
Look at the large body of water. This is called the "Niben Bay." If you can't find the water, then look to the right of the Bay Roan Stables.
Swim to the small island, which will have several unusual plants and a strange looking head on it. You should be able to see it from the shore of the Niben Bay.
- Once you've arrived, a guard will speak to you. A strange voice will come out of the portal in the large head statue; after that you are able to go through it and enter the Shivering Isles.
You will arrive in a small room with a man named Haskill. Speak to him, and upon agreeing to become Lord Sheogorath's champion, you will be allowed to enter the Fringe of the Shivering Isles.

If you have any potions or items enchanted with water-walking, you can also use them to get across the Niben Bay to the island, although swimming will help you develop your Athletics skill faster.

The Bravil Oblivion Gate appears a bit to the northeast of the Bay Roan Stables, so if you are at a certain point in the Main Quest, there is a chance that you will be attacked there.