Here are the main types of worship/religions in Skyrim and the different factions they're associated with. The following information should be helpful for writing various kinds of books.
Probably the most prominent religion in all of Tamriel. The Temple of the Nine Divines has divisions in each province and has converted members of every race from their traditional religions to Imperial worship. In Skyrim, since Imperial colonization, each major city has a chapel dedicated to the Divines with a high priest, several lower-ranking priests, a healer, and an enchanter. Here is a list of gods worshiped in this religion: http://www.uesp.net/wiki/Oblivion:Nine_Divines.
The other major religion in Skyrim. The gods in this religion are worshiped by most Nords, although there are no formal places of worship besides possibly a cathedral in Winterhold. There is no temple institute related to this religion either, but instead it tends to be associated with the 9 Nord tribes in the province. Some tribal villages could have old altars to the Nordic gods nearby. Here is a list of gods in this pantheon(nords section):http://www.uesp.net/wiki/Lore:Gods.
Daedra worship is banned throughout the Empire but there are several secret cults that pay tribute to the Daedra lords. This isn't a very big religion in Skyrim but it's worth mentioning here because there will be a good many quests received from Daedra lords or worshipers. Worshipers gather at shrines to the Daedra in secluded areas like caves or the wilderness. A few live within limits of Skyrim's major cities and will participate in rituals or holidays honoring these gods. Here is a list of all worshiped Daedra lords(cults section):http://www.uesp.net/wiki/Lore:Gods