http://tamrielchronicles.com/assets/shadowkey.jpg

Feel free to make your own story up if you like to.

Look at the above map, where and how do you think you will begin? Given the tradition that we start in prisons or something similar and that we probably won't begin at a major town. Where and how?

I think we'll begin at Lakvan's Stronghold, a key character will enter the room to break you free from prison since there's a monster/bandit raid and he uncuffs/unties you. Tutorials will initiate from here on until you exit the building, some important event will happen causing this character to break loose from you and he tells you to grab the nearest weapon and meet at X location (still in the building). After fighting some monster/bandits and re-joining with the key character, you both exit the building. Here, you see a dragon come flying down and he begins to fight it (AI vs AI) in a brief cutscene. He dies/flees/gets severely injured and you are forced to fight the dragon, where you realise help arrives in a few minutes. When they do, they hold off the dragon and you are brought to Snowline town where you're free to do as you wish.

These people reveal themselves to be The Blades and also reveal their hidden location to you. They say the dragon can return anytime soon so be prepared, you then fight and kill the dragon, making your first dragon "capture".

After this, the game's yours!

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What do you think?

I have no clue, since there is no information about the subject yet.

I can't speak for Arena or Daggerfall, but I know that in Morrowind and in Oblivion, technically, we started in the Imperial City. Morrowind doesn't let the player wake up and take control until they arrive in Seyda Neen, but according to the dream you are having, you started in the IC. Oblivion, obviously, makes it more obvious that you are also starting in the IC.

My guess would be that you, once again, start with some sort of backstory that is bringing you to Skyrim from the IC. You probably start at a little fort or village near the border between cyrodiil and Skyrim.
I would be a dollar that you start in Imperial Custody.

That map mostly shows a part of Hammerfell. Only a little bit of Skyrim in the top-right corner and a tiny bit of High Rock on the left. And it is very outdated. It is set 246 years before Skyrim.

It was said in one of the magazines that you are being executed (remember the executioner from the concept art?) and Esbern will come and save you.

I expect it will be in Windhelm and the execution will either be in a prison yard or public, but you have a sack (which you can partially see through) over your head to avoid being publically seen as a criminal at gamestart.

Well considering that is the only part of Skyrim the map shows I dont really think it is a good indication of possible starting locations.

Try one of these

http://ui09.gamespot.com/2344/skyrim_2.jpg
http://riftwall.com/images/skyrim_text.jpg
http://media.giantbomb.com/uploads/1/17166/1679174-iuxav_super.jpg

Or Tamriel after global warming

http://www.flickr.com/photos/rudypoodoo/5270397174/

well its a civil war period soo...

your being transferred to to another prison for execution when the caravan is ambushed by the rebels. the carriage your in is forced of the road and crashes and your set free. as the fight continues, you and another prisoner runs like mad. Then a little time later a dragon comes and causes panic to the rebels/gaurds. then the dragon sees you and turns your direction and you run you hear you here "DOVAKIIN"...