Not to mention, the character menu starts off as a Nord. That doesn't mean much, but still... he's Nord.
Skyrim is home to the Nords, and with all the Nordic history - it just feels right for it to be a Nord.
Also I think the canon winners of the Civil War are the Stormcloaks. The Empire is dying out and the Dominion is coming to replace it, so it only makes sense for the Empire to die out in Skyrim. Plus since I believe the canon character is a Nord, it makes sense for a Nord to fight for Nord rule in Skyrim.