Bug: He may be found dead upon entering Bliss, which disables you from acquiring his quest. However, it may be completed by picking up the Fork of Horripilation. The reason for his death is that he attacks anyone with a fork and he is killed by the Golden Saints.
Big head is a fork collector, the rarest thing in his house is a statue of a grummite holding a pitchfork "as it is some sort of godly item".
You can also find some alchemical items in his house, on the table and near Sheogorath's statue.
After the Golden Saints kill Big Head, visit the New Sheoth Cemetery and you will find his grave stone with a tongue-in-cheek and highly suggestive, but bloody funny epitaph. (Here lies Big Head. Completely forked.)
Big Head is also a character in TES 3 Morrowind but he is the keeper of the Fork of Horripilation.