Time to review your next intro idea:
Recent happenings: Members of the Elder Council are assassinated, leaving the Empire with no rulers. The Imperial Legion, as well as the Blades, are doing whatever they can to find the culprits. All suspects are sent, by heavily guarded caravans, to an inquisitor in Skyrim. You are one of the suspects.
~~~Player arrives at a small city in Skyrim, so the guards can restock supplies. All the prisoners are chained together and are guarded by several blades. Out of nowhere, arrows and throwing stars flutter everywhere, and the guards run out into the forest to fight the attackers. A chain of lightning flies and breaks the chains. All the other inmates run, but a mysterious spell holds you in place. A figure in a black robe and black hood slowly walks out of the shadows, draws a golden shortsword, poisons it, then as he approaches the screen fades black.
While this is nice for setting up the scene... it's screams "Expository Cutscene!" Don't make a non-interactive part of the game interactive... people will sue the creator for making them break their keyboards or controllers as they mash all the buttons in frustration to skip watching this for the 100th time... Also... as Qawsed mentioned, it unnecessarily forces a background on your character.
You wake up sitting down in a chair, with another shady figure talking to you. "Ah, there you are... tell us a bit about yourself..." {Character menu, class menu, birthsign menu} "Very good... Now come with me, for our master is expecting you..." {Follows person to another room} "Our master... is expecting you, now..." {Player walks up to a tough looking... daedra?} "There you are, mortal. I am Rehmuhnz the Watcher, right-hand of Mehrunes Dagon... before he was banished! Ever since that day, all daedra stranded on this world joined forces with the Mythic Dawn to root out the ones responisible for Dagon's banishment... We are the Order of the Sigil, and we will flush out our enemies in a rain of blood... you shall help us in our task..."
[Why me?]
"That is not the point... Now, will you aid us, or will I flay you personally in the dungeon?"
[Join them]
[Run away or attack]
This is possibly where the game should begin... you can fill in the blank as to how you got here yourself... Mild amnesia is implied. Of course, the problem with this quest is that it forces you full-thrust into the MQ immediately. And... either Stupid Dictation of Allegiance or a "Very Short Main Quest" makes it unfeasable due to the ability for the player to "Join them", get released into the sandbox, quickly abuse the trust of the Mythic Morons, then report them and their plans to the nearest army captain looking for public support... Captain brings his legion to flush out and destroy the scattered cultists, becomes a hero in the eyes of the people, and your character goes back home, a mild footnote in the script of the Elder Scrolls without so much as a name given.