Is there such a thing? For example, in future games/lore, will there be books or something saying how the Nord Dragonborn joined the Legion and killed Paat? Or can we feel free to make out own canon, with a character starkly different than the coverboy?

There is no canon race or gender for any of the TES main characters.

TES is all about your character being who you want it to be, with (almost) nothing limiting you.

The main character from the previous TES game isn't mentioned in detail in later games. The only references to the Oblivion main character are referring to the main quest and they don't give a race, name, age, or gender, referring to the character as only the "prisoner" or "Hero of Kvatch" or "Champion of Cyrodiil".

TL;DR: Do whatever you want!

The only canon is that the events of the Main Quest happened, and the Hero's race and gender are left ambiguous.

Bethesda makes the previous games "canon" thru some books (The Book with "Dragon Broke" in the title reffers to Daggerfall, for example) or NPCs (Sheogorath in Skyrim), but NEVER refferences Race or Gender with them so that the link between games is established. However, In each game you are not required to have any previous Elder Scrolls experience, these references are really just atmosphere, making it seem more like a real world.

ALL Elder Scrolls Chapters (Arena, Daggerfall, Morrowind, Oblivion, Skyrim) are designed to be played as you wish. Some characters won't do the Dark Brotherhood, for example, or might shy away from doing an expansion pack/DLC, where another might embrace them right from the Start (Doing Shivering Isles first, then doing Oblivion MQ afterwards).

As such, with Elder Scrolls Games being able to be played as you wish, "Canon" is really that the Main Quest of each preceding game is done, and is the Hero. All other quests are done (including DLCs and Expansion Packs) by someone, sometimes the Hero, sometimes not. The MQ was done by the Hero, certainly, and is up to the player to decide if that hero was a Nord Berserker, an Altmer Mage, Imperial Soldier, or whatever combination you like.

For Reference, these are canon heroes of the ELder Scrolls Games:

Arena's (TES 1) protagonist is reffered to as the Eternal Champion.
I don't remember off-hand what Daggerfall's (TES 2) protagonist is called.
Morrowind's (TES 3) is the Nerevarine.
Oblivion's (TES 4) is the Champion of Cyrodiil.
Skyrim's is the Dragonborn.

Canon for me: All the heroes were Altmeri Females, and ironically, all but Daggerfall's are related. The Eternal Champion is MOther to the Nerevarine and the Champion of Cyrodiil. The Champion of Cyrodiil is in turn mother to the Dragonborn (elves live for several centuries). This is MINE, and doesn't reflect much thru the game.

Aside from the MQ, Canon is what you WANT to make of it.

The hero of Daggerall doesn't have any identity in the mass conciousness. Most people don't know he existed. This is (largely) due to the confusion arising from the Warp in the West. He is sometimes refered to, iirc, as an unknown imperial agent who recovered the totem.

Why does nobody remember poor Cyrus?

Off topic, but how is that irony?

Everyone uses the word "irony", but the thing is... very few actually know what it means.

"That word, I do not think it means what you think it means."

The outcome of Skyrim seems more fluid than the other games, though. I wonder what official lore will decide about, for example, the assassination of the emperor, or the outcome of the civil war?

A policeman being caught drunk driving is irony.
Random people being related is not ironic. It's coincidence.

We simply call the PC of Daggerfall the Agent.

I do and I would consider his existence truthful and awesomeness in lore; the only person that is a PC hero to "wield" the power of a nuclear bomb just to scare Vivec.

Indeed. I scowered everywhere I could find for a book about the Oblivion crisis so I could have a sense of connection to my time in Oblivion.

I'm sorry, what is or who is a canon?

The canon is the accepted sequence of events accepted b the creator.

I thought about the emperor's assassination being canon immediately after finishing that quest. It's such a huge deal that it almost has to be canon. Future Elder Scrolls installments can't just ignore an event of such monumental significance and hope no one notices.

But it seems pretty easy for the writers to deal with: They can just say the Emperor was assassinated by the Dark Brotherhood in Skyrim around the same time the Dragonborn defeated Alduin. If you didn't assassinate the emperor in your "personal canon," that's okay. Somebody else in the Dark Brotherhood did. But wait, you say -- I killed off the entire Dark Brotherhood! Well, maybe they got the emperor before you got them. Or maybe there's another sanctuary out there somewhere. In High Rock, perhaps, since the assassination occurred fairly close to the border.

I'm not sure how they'll deal with the civil war. That's another historical event of enormous significance, and seems much harder for the writers to deal with.

Yah.... in my games I just assume the contract was placed with an op before I wiped them all out. The op didn't know (since they don't have instantaneous contact like we do IRL....) therefore completed the contract.

Not sure what said op is going to do when he shows up to a trashed and empty sanctuary with my girl standing there ready to kill instead of pay....

I think a good way would be to say that there were some conflicting reports. Some say he had a heart attack aboard his ship, but some theories are out there that suggested he was murdered.

There are a couple of NPCs who say that in a hundred years nobody will remember or care who won the civil war in Skyrim. The dragon issue and the Thalmor threat are far more pressing matters, despite what it seems like in Skyrim in 4E 201.