Should they have made him appear in this game? Is heard Tibet Septim the God appeared in another Elder Scrolls game

Some believe that the Dragonborn IS Talos reincarnate because the Divines kick him out.

I was thinking that too. At least for a Nord

But isn't Talos a Breton?

He's a Nord. He grew up in Skyrim, and is noted to be of Nordic descent.

In Old Hrolden, that ghost guy called you Hjalti. Hjalti is one of the name for Talos.

This "Talos" is usually summoned at the time of needs and change; as a mortal. Ysgramor led humans to Tamriel. Pelinal Whitestrake basically shaped modern Tamriel. Maybe this "Last Dragonborn" business is the last time Talos is needed before mortals are left to govern their own faith.

We might finally find out what it really means in that "Dragonborn DLC"

No matter what the new laws are, Talos will always be a God in my eyes.

Read "The Acrutian (sp) Heresy" on the Imerial Libarary. It talks about Talos and CHIM. Of course it may be false, but it mentions Hjalti, a high-rock warrior, led a Warband that captured Old Hroden with the Thu'm and was renamed Talos Stormcrown and summoned by the Greybeards. The ghost at Hroden gives this case some merit though

Yeah. I think your right there.
"With his god destroyed, Wulfharth finds it hard to keep his form. He staggers out of Red Mountain to the battlefield beyond. The world has shaken and all of Morrowind is made of fire. A strong gale picks up, and blows his ashes back to Skyrim."

Is there anything in the Imperial Library that mentions why Wulfharth was in Red Mountain and why he has a vendetta against the Dunmer(Auri-el is the one who killed Lorkhan, his god)?

I don't care what Mer may say. I don't care what Mer may do. I don't care what Mer may say, Talos is just alright. Oh yeah, Talos is just alright.