How do I add a custom item to the player when I start a new game (from scratch, in Helgen)? I want the player to have the item as soon as a new character can have items. Can anyone help me out?

You can add this item in the player alias in mq101, or, better, create a quest for your mod and add to it the player alias: http://www.creationkit.com/Quest_Alias_Tab#Alias_Data: