I'm having a lot of fun right now making a slave character whose mission will be to win her way out of slavery through fighting in the arena. She will win her freedom when she attains the rank of Champion. Until then she will not be allowed to leave the Arena.
She belongs to a race, http://www.tesnexus.com/downloads/file.php?id=34277, that, because of their appearance, is hated and feared in Cyrodiil. Unscrupulous entrepreneurs make their money by hunting down her race and selling them to the Arena to be used as gladiators.
I'm going to be using Oscuro's mod while I'm doing this so getting to Champion rank will
not be easy! I have no idea how many levels this is going to take, but I wouldn't be surprised if she's level 15 by the time she becomes Champion.
Because of that I've added a smith to the Arena Bloodworks to repair her raiment and sell hammers so she can repair her sword. She'll have to gain levels in between some of these fights so the smith will also train her in heavy armor. I've added a special chain doll for her use and have installed Setsuna's http://www.tesnexus.com/downloads/file.php?id=27259 mod so she can use it to train her blade skill between fights.
I've built a slave quarters off the Bloodworks for her to sleep in. I added a second Dea Obscura to the Bloodworks (possibly as a companion later). The other Dea Obscura divides her time between sleeping (and eating) in the slave quarters, training at the new chain doll out in the Bloodworks and chatting with the other Bloodworks occupants. She, too, never leaves the Arena.
I don't know what we'll do once my character wins her freedom. That'll be be up to her. I'm kind of expecting that she might want to join the Dark Brotherhood. I hope so, because I've never done that quest line. I'm about ready to start playing her and I have to say I'm looking forward to it. I have no idea how any of this going to turn out and I find that that exciting.
Anyway...that's her mission.