Correct me if I'm wrong about the lore. The Stormcloaks worship Talos. Talos eventually became Tiber Septim, the founder of the Imperial Empire. Wtf? I thought the Stormcloaks hated the empire...

You're missing a few bits, which really are actually spoilers

The issue is with what's happened in the Empire since the Great War.

First: The Stoarmcloaks worship not Talos, but all other divines, too.
Second: Yes, you're right there: wtf! That's what everyone in the empire thought after the war against the thalmor.
That's the whole reason behind the war.

http://www.uesp.net/wiki/Lore:Talos

Tiber Septim became Talos according to some but there is this



http://www.uesp.net/wiki/Lore:Underking