Long ago, during the early days of animalkind, there was no transportation between continents. The lands and the creatures that live on those lands were separated by vast bodies of water. When the great ships were invented, suddenly creatures were able to cross the great depths and mingle with others of their kind.
Along with the great ships came new ideas, new products, and trade quickly became widespread between those who had been isolated before. But along with the wonders that such progress brought about, there was also something unseen that came with it.
Germs were spread that those on the opposite continents had developed no immunity to. What was a mere few days' inconvenience on one land mass became deadly on another. The sickness became plague, and quickly spread along the coastal areas.
Panic ensued, and creatures fled their homelands in the hopes of escaping almost certain death. Yet in doing so, they doomed the tribes that they came upon. The sickness had no cure, and medicine men were unable to do more than ease the suffering of those afflicted.
Within only a few generations, nearly all of animalkind had been eradicated from the face of the earth. The only species to remain unaffected were the humans. These humans took the pets that had not succumbed to this plague to certain locations that were hidden away, called Havens. Only they survived.
To read more about the Great Sickness, read the Elder Scrolls.