Read up a little on ES Lore. Sithis is Padomay. They are the same. Padomay is one of two entities that created the universe. The concept of what we call "Sithis" is simply a large play on the concept of the origin of the universe. The stories you would hear in Oblivion "in the beginning there was nothing, only Sithis" is truer than some may have thought though rooted in misguidance. What led the Nightmother to begin to worship a nonexistant (well, I guess he can't NOT exist, but I believe it is said he split into the Daedra) is a little mind boggling. It can be assumed she simply chose to differentiate from the Morag Tong (The Morrowind cult that the DB sprang from) in a way that allowed the assassins to simply change worship from one being to another. After all, Padomay/Sithis does represent chaos, which isn't altogether different that what the Daedra represent. The phrase "Sithis is nothing" could even be used as a metaphor to represent the lack of morals that one must have in order to be a "devout worshipper". Also, I think a large reason the Night Mother is powerful (well, she does talk to you as a dead body and bestows upon you the Blade of Woe found in Oblivion) is simply because she was worshipped. Worship brings power, especially in the ES universe. However, this is all speculation and it has been years since I have studied ES Lore so I could be wrong on some accounts. Also, if you dare insult MK again, I will destroy you

Back to Cicero: I killed him. Found him useless as I had wanted to kill him ever since I heard his ridiculous voice. I think that the entire DB found in Skyrim is not the true DB in my book. The DB is simply a group of brainwashed hitmen guided by a code of honor. In Skyrim, there is no code. Then the code is forced upon you in a way no one wants.
EDIT: Fixed a word.