In movies, games or books, the whole notion of prophesy just rubs me the wrong way. If the protagonist is predestined to defeat the Great Evil One, there is little excitement, even if we all know that the protagonist is going to win anyway, because the hero (almost) always win. Even if the price is high. Dangling it in front of our eyes makes our willing suspension of our disbelief much more difficult.
Having said that, consider the following scenario. Assume that someone knew that in some future, the Great Evil One would try to destroy the world, and that in order to stop the Great Evil One, someone would have to do a number of things. This could be written down in some book, or that person could make up a prophecy. A prophecy sounds more grand, and may give the future Chosen One more support than just being following the recipe in the book. Also, a prophecy may have a greater chance of being remembered than a book has of surviving. So, using prophecies make a lot of sense, even if they are bogus.
When a prophetic Emperor with a powerful artifact says your character needs to do something, how could they just ignore it if they aren't abnormally dumb, nihilistic, or heartless? Even if you didn't believe his prophecy, the Emperor was just assassinated along with his known heirs, so finding Martin to get the next Emperor on the throne would still be an important task. And since he glued the Amulet of Kings on you, you have to involve yourself since they'll need the Amulet.
Why? You write prophetic, but he could have taken too much skooma, for all the player knows. Also ... the player had the nice experience of the Emperors dungeon, so the player could, say, have a beef with the whole Emperor thing. And why should the player care who happens to become the next Emperor? Not to mention that those who participate in the Game of Thrones seem to have a short life expectancy and generally interact with a lot of people who can put you (or your loved ones) to death if you utter the wrong words. Better to go somewhere else.
In my first Oblivion playthrough - same: once I started to talk to people which happened very soon after escaping the prison (Aleswell, Zero Visibility), I got svcked into much more fun and interesting things and completely forgot about MQ, then eventually forced myself to deliver the amulet, fetch a certain someone and escort him to a safe place, and decided that with that my mission is over, apart from closing OB gates near roads and settlements - because I am a responsible citizen and got the know-how and not because I felt god-sent.
So far, I haven't managed to finish the MQ in Oblivion. Which is somewhat impressive given how many hours I have played that game.
Skyrim pulls that card a little too often, like an excuse for bad writing. For the main quest, the Elder Scrolls foretold of you. For the College, the Psijic Monks foresaw you and your actions. For the Dark Brotherhood, the Night Mother chose you. For the Companions, Kodlak saw your coming in a dream. In the Thieves Guild, Frey somehow knew things were turning against him when you showed up. And in each time, it's pretty much used as an excuse to explain away things that don't make much sense.
Yeah, it does get old pretty fast. The rail-roaded quest lines were worse, though. Usually lost interest around halfway through. You know, yet another dungeon to clear to get to the cut scene.
In the TES VI, I'd be very happy if they figured out how to make it all unfold very naturally. I'd love it if they just let you create your character, then dumped you out in the wilderness somewhere. Maybe the cart you're being transported in tips over and the guard is killed, freeing you. Then they give you some dialogue to point you towards a tutorial and in the direction of the main quest, then leave you to your own devices, able to ignore both. No hint that you're special (other than you being the main character of the story) and no hint that there's even a crisis happening. Then let it all slowly unfold over the course of the game play. And you find yourself an ordinary person cast into extraordinary circumstances, requiring you to rise to the challenge and become great/special. Sure, the whole event was foretold of by the Elder Scrolls, but nobody knows it's you.
What is this fascination with being in prison

that where you are wrong. There is no escape being the Dragonborn. The Civil War requires you to do the main quest and even when you dont do that there is still the problem with the word walls. The Dark Brotherhood and the College of Winterhold lead both to word walls which you cant escape. One is in the Dark Brotherhood hideout and I dont think you can come up with a reason why your screen goes black focussing on the word and with voices playing in you head.
The last one can be explained if your character makes sure to stay drunk whenever he or she is near a word wall.