The Elder Scrolls IV: Oblivion Guide - Main Quest Walkthrough
You must stave off the Daedra that come through the gates until all three have opened. Soon after, the Great Gate will appear. Martin must survive until then, so prioritize protecting him. It would be wise to create a separate save file just before entering the Great Gate.
Fight off the Daedra until the Great Gate opens and then charge into Oblivion!
Once you're through the gate, you should be able to spot the Daedric siege engine inching toward the portal. You have fifteen minutes to acquire the Great Sigil Stone before it's too late. Start by entering the World Breaker Guard tower off to the right of the fiery lake. Step on the elevator inside, move about halfway up the ramp, and exit through the door that leads back outside. Cross the bridge here and enter the other tower. Kill the Dremora in this room, and exit through the door adjacent to the door you used to enter.
Cross the bridge and enter the tower at its end. Climb up to the top of the ramp and exit through the door at the top. Cross this next bridge and enter the tower at the other end. Use the Blood Fountain across from the entrance to replenish lost health if need be, and then start down the ramp. Continue heading down the ramp until reach a circular opening. Don't drop down, but instead head through door that leads outside. Once outside, there should be broken stone bridge in front of you. To make it over the gap, you'll need to get a running start and jump across. Your character doesn't need to have a very high Acrobatics level to make it to the other side; one of at least 25 is definitely sufficient. Just be sure to sheath your weapon before running and leaping over to the other side.
When you have made it across the gap, look to your right and jump to the trail there. You should be able to see a stone bridge leading to a giant tower in the middle of the fiery lake. A closed gate blocks the way to this tower. Enter the 'World Breaker Guard' tower in front of the stone bridge and make your way up to the top. Once at the top of the tower, hit the Gate Control switch to clear the way.
Run back down the tower and cross the bridge. There are likely several Dremora on the bridge leading to the main tower. If you're running low on time, just run past them. The Great Sigil Stone is in the World Breaker tower along the north side of the bridge. Kill the Sigil Keeper once inside and remove the Sigil Keep Key from his corpse. Locate the entrance to the 'Vault of End Times' area and enter.
Get to the top of the World Breaker tower and retrieve the Great Sigil Store before it's too late!
Watch out for the falling blade traps and make your way to the top of the ramp. Proceed through the door on the south side of this room. Follow the linear path here to reach a small room. Open the Citadel Hall Door on the south side of the room and follow the ramp up to a door to the second level of the World Breaker. Head up to the top of the ramp; there should be another Sigil Keeper here, in case you missed the one on the first level. Enter the 'Sigillum Sanguis' area next. If you're really low on time, just make a mad dash to the top of this area. Activate the Great Sigil Stone to be teleported safely outside.
Closing the Great Gate.
Back outside you will witness the infernal machine crumbling before you. After the spectacle, scour the surrounding area for a Sigil Stone. Activate the stone to add it to your inventory. Jauffre may have died during the battle, but he isn't needed to progress further in the main questline.
Speak to Martin when the smoke clears. You now have everything required to open a portal to Camoran's Paradise. Sometime after this battle, if you check by Bruma's north gate, you will see that a statue of your character has been erected by the people of Bruma. The statue will be wearing the most powerful armour and wielding the most expensive weapon that was in your character's inventory during the Battle of Bruma.
Look for the commemorative statue of your character near Bruma's north gate sometime after the battle.