So everything in skyrim is all about nord tradition and faith so it just feels kind of weird to be a nord legend yet not be a nord, so could someone give me some role playing tips to help around this.

I think the same...the game maybe is a bit Nord-centered...but as they're my favourite race, I don't really mind it

Doesn't bother me because I don't focus on the main quest that much. Dovahkiin is something I get called in my spare time

I was fine playing non-Dunmer in Morrowind and am fine playing non-Nord in Skyrim. Oblivion didn't really put your character in the shoes of a 'legend-reborn' character.

Their faith is based on Talos which is a national thing and not just nord religion. The nine divines are in every part of Tamriel. Now yes their traditions are thier own.

Just look at it this way, even if you aren't a Nord, the future historians (being Nords themselves) would most likely write you as one.