How do you get a follower in Oblivion

Unfortunately, there are no true 'followers' in Oblivion. I'm guessing you have played Skyrim, if you are asking this. The closest thing you can get to a follower is completing all the Arena challenges in the Imperial City and becoming the Grand Champion (by defeating the current one). You will then meet a NPC called the 'Adoring Fan', who is a really stalkish elf. He is of absolutely no aid in combat, but will follow you around. He does, however, carry a torch which can be useful if you don't want to carry one yourself.