I think that this subject was adressed in the podcast. I don't recall exactly what was said, but I think it was mentioned that the character doesn't start off knowing about being Dragonborn, but that it's revealed at some point during the story, when, I'm not sure, maybe we'll find out early on, maybe not until a certain point in the main quest, but I don't think we'll know from the start. While Bethesda hasn't kept the player's role as Dragonborn a secret, that just means we know about it, that doesn't mean our characters have to from the start. Now, I doubt Bethesda will make it out to be some big surprising twist, as the fact that we've already been told about it kind of ruins that, but in many works of fiction, there are details that you can probably know or at least guess from the start that aren't known to the main character, provided you take the time to look at advertisemants for it. Usually, these aren't meant to be major twists, as a twist is something you won't usually tell people about when advertising you're work, but rather, they're things that you kind of need to know to understand what the story is about, I think being a Dragonborn will be one of those things. And while we know this, someone who has not been following the game's development might not, someone who just sees Skyrim on the shelves, thinks it looks good, and decides to pick it up without knowing what to expect might not know about being a Dragonborn until it's revealed in the game. Since not everyone will necessarily know this, I think that treating it as something the player character doesnt know from the start makes the most sense, even if it's revealed in the tutorial.
I knew i was the Nerevarine the moment someone mentioned something about the "incarnate" coming back to stop Dagoth Ur... Sometimes you can just tell these things. as soon as someone mentions something about the Dragonborne saving the land it'd be obvious anyway.
True, while Morrowind didn't officially tell you that you were the Nerevarine until a certain point in the main quest, when the game starts calling attention to the Nerevarine prophecies, one might be able to guess from experience with other fantasy settings that the player will have a hand to play in the prophecies, it's pretty standard in fantasy that if you mention a prophecy, then it will become important later on, and the main character must likely either fulfill it, or stop it from being fulfilled, depending on whether the prophecied event would be good or bad. Sto;;. regardless of whether you could guess it or not, the game didn't really clearly tell you about you're role in the prophecies until later, and even then, it tried to confuse you by telling you that you could be the Nerevarine or just someone who appears to fulfill some of the aspects of the prophecy. It doesn't really explicitly tell you "Yes, you are the Nerevarine, it's you're destiny to kill Dagoth Ur and all that." until you got Moon and Star. While it might not have come off as a shocking twist (It wasn't to me either.) the game did have some buildup before telling you of your destiny.