I've been playing a lot of Skyrim lately, and while I went into the game blind to much of the mythology, I've enjoyed picking up and reading a lot of the books in the game. For those who don't know, the books in Skyrim are real books, usually only a few pages long, although several include multiple parts. So anytime a book has an interesting-looking title, I'll give it a go. Some are pretty awesome: The Legend of Kratley House, or The Locked Room, Wabbajack, or Thief of Virtue. I've managed to find part one of The Lusty Argonian Maid (part two has still eluded me - and I know I can cheat and find a copy in Riften, but I'm trying to find one in the wild).
But one of the more thought-provoking books has got to be Azura and the Box. I've always wondered what an atheist or a skeptic would be like in the middle of a world saturated with magic. An atheist in the kind of world where gods granted healing, boons, and cured diseases with measurable effects would be a bit like someone denying the moon landing. I've always thought it'd be a bit silly to be an atheist in a world like Tamriel, until I read this story of a skeptic in Skyrim.
In the story, a Dwarf decides to test a god. In the story setup, it's revealed that Nchylbar discovered that many of the worshipped gods are actually nonexistent. This rarely happens in fantasy worlds, but it seems like it'd be a pretty common occurrence. Fantasy people are no less gullible, and would still be wont to invent their own gods, look for false positives, or be swayed by the fervency of others. After all, in a world where some Gods definitely exist, they cease to be extraordinary claims, and many people would not require extraordinary evidence.
I've actually run into a bit of incorrectly-held beliefs in Skyrim. In one instance, a non-native of Skyrim encounters a non-magical giant bug and claims he thinks it's a daedra [demon]. In another book, a lesser demon is worshipped for powers he does not possess (the ability to dodge blessed arrows - in a twist of fate the arrow catches up with him in the end) and his followers invent stories of believers dodging "the bolts of a thousand archers, of moving through oceans without getting wet." (Vernaccus and Bourlor). Here, even in a world steeped with real magic are people believing in claims that are not at all true.
In fact, in this sort of magically-steeped world, over-ready belief would be an even greater intellectual danger than in our own world; the need for skepticism would be even greater. Imagine a very fervent Harold Camping in the world of Tamriel: how would we be able to tell whether Camping's god existed, or whether the doomsday description was accurate? In our world, Camping is easily ignored. What if he existed in Skyrim? We'd need independent confirmation of a scientific nature: double-blind consultation from various priests, peer reviewed research/divination confirmable by multiple shrines, and with plenty of documentation. Claims require evidence, and evidence requires testing.
When it comes to testing, though, that becomes even more more dangerous when dealing with the whims of a god. We have managed to test and harness nuclear reactions, but only with proper caution, research and applications of science. But gods have a mind, make them even more dangerous to study. Imagine something as powerful as an atomic bomb, but with emotions as capricious as any person, and with no vested need to keep the world alive. The scientist of a god must be a very cautious and calculated person indeed. Studying the deities would require as much tact as intellectual honesty.
And so we get to the story of Azura and the Box. In the book, the dwarf asks his friend to summon the god Azura, so that Nchylbar might test her knowledge, which she claims to be absolute. He then asks her to divine the insides of a box. She gets it wrong, thanks to some simple sleight-of-hand from the dwarf. Her own claims about her powers were exaggerated, and this man examined them, and prodded their limits. He was skeptical, and tested a god-claim, and found that the evidence didn't support the claim.
His friend was terrified, and some of his own student witnesses did not support the test he had performed. They shunned and disagreed with the skepticism and the scientific testing, claiming it to be dangerous. (And indeed, I'm not sure if I've got the lore correct, but there are claims that the dwarves race was wiped out by peeved-at-being-ignored gods.) At the end of the story, Nchylbar dies, ambiguously either by Azura's rage or from the satisfaction of one last great addition to knowledge in his old age.
But this man was bravely testing the limits of a divine power. This is what a good skeptic looks like in a world of magic and gods. He tests the existence of gods. He examines their limits, looks at their claims and suspects everything, especially from those who may have a vested self-interest in maintaining a lie, or who are too afraid to challenge a lie.
But when it comes down to it, real things have testable and repeatable natures, and nonexistent things have neither. And while technically a theist - he believes in the gods after all - he goes about testing them in ways that can actually objectively show which ones are real and which ones are fake, and some indeed are fakes. Looking at how a skeptic deals with gods in a world where gods are real starkly contrasts with our own world - no testable existence, no testable powers. I'd say Nchylbar would easily reach the conclusion that our world lacked any sort of divine influence at all.