I am waiting for Skyrim but I never played any other games of the Elder Scrolls series. Is there lore of Elder Scrolls series, in general, that I should read before playing? How can I learn about the background story?
The Elder Scrolls Wiki has a History category that has all the information you could ever want.
It will recap the entire plotline of all the previous games for you.
That being said, however, each game has a stand-alone plotline. There are references thrown in for hardcore fans, but they are generally easter eggs, not important plot elements.
Especially pertinent here is that Skyrim takes place in a different part of the world, 200 years after Oblivion. Its plot will have little to do with past plots. You will be able to fully enjoy Skyrim without any prior research.
If you really want to know, you'd better plan on spending all your time up until the 11th reading it... Elder Scrolls has a lot of lore, much (most?) of it in the form of in-game books. Fortunately, the vast majority of it is just background about the world and stories told by its inhabitants with no direct impact on gameplay (aside from certain books giving you a skill point the first time you open them).
My recommendation would be to not worry too much about it in advance and instead take the time to pay attention to what NPCs tell you and actually read the books you find in game (most are only a couple hundred words, tops) rather than just flipping them open to see if you get a skill, then immediately closing them.