I have thought that the Dragonborn could get a letter from an unknown person that asks him/her to go where that person is in order to test a new spell. Then the player arrives and meets someone that claims to have find a way to see and live the lifes of the heroes of old and he is willing to let us be their first test subject.
That could then lead into us selecting into Heroe of Kvatch (Oblivion) and Nerevarine (Morrowind) as the only two options available, because those are the closest heroes mage managed to syncronize time with.
So once selected, player is hit with a spell and all blacks out, making Dragonborn awake and see the place of the timeline chosen, but time is stopped. At our side the ethereal form of the mage shows up and greets us for arriving well and then he gives us a book and two necklaces (one per timeline). Book teaches us the timeswap spell and the necklaces, or whatever token its chosen, sends us into the timeline we want.
[F.E: I'm at Dagoth Ur but I decide I want to go to Cyrodiil to fulfill another quest. I use the spell granted by book, I change Morrowind token for Cyrodiil's and I appear last place my character was on Oblivion. And if then I wanna go Skyrim, I just use spell with no token and I appear wherever i was in Skyrim]
I think that way lore can be kept.

Woah!
Woah!
That's a great idea. I think we could even do that in some sort of secret warehouse, where your body is kept while your mind wanders into the past of heroes.
We could call this device the
ANuadic
Immersive
Memory
User
Service
So Animus, in short.
You'd be assassinating the Templars from Knights of the Nine!
Awesome!