The Prophet will appear before you in Daggerfall/Vulkhel Guard/Davon's Watch (depending on which alliance you belong to) and tell you to meet him in a cave called The Harborage. Go to the cave, speak to The Protphet and follow him, listening to his tale of how all things came to be as they are. Watch the scenes play out before you, talk some more to The Prophet and once done the achievement will unlock.