I'd personally like to have it begin with our being led to the execution "pit", whereupon we are beset by some other prisoners,(gladiator-style) all of whom have been given weapons and wherein we are tutorial-ed on how to fight in combat. Once we are the last man standing we are taken back to jail where Esbern, having seen the daring fight (including our use of a dragon shout), busts us out and helps to fight our way past the guards. After the intro, he tells us to meet him somewhere to begin a journey as we are a truly special individual...

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My theory, your chained up about to be executed under ground when there is a disturbence caused by a Dragon. In that chaos Esbern frees you and tells you to follow him. A minute or two later you will get seperated and you will be on your own. Eventually about 10-15 minutes later you'll make it to a big room and then the Dragon Crashes through, you and Esbern have to fight the Dragon. The Dragon will be a push over due to the tutorial but by no means is it easy. After that you abosrb the Dragon's Soul, the next room will have a word wall which will teach you the Dragon Shout, "Fus Ro Dah". Esbern at that point realizes what you are and confirms the vision that he received, my guess is from Talos. He then tells you to exit the dungeon and he will guard the exit to prevent further guards from following you, Esbern tells you to meet him at his hideout and all will be explained in further detail. Then you reach the end of the cave, after exiting a minute or two should pass and then the Greybeards will shout "Dovakhin".

I predict....

I will wake up in a sleepy Inn, located in the middle of nowhere next to 2 passed out dark elf girls, surrounded by furs and empty ale bottles. Suddenly soldiers burst in and drag me out side, knock me out and throw me in a cart.

When I wake up again, I will overhear someone speaking of my execution. I can at that point sneak out and run!

Who needs a tutorial?

I believe the greybeards shout your name and the whole world/land rumbles. I believe that's how you know you are dragonborn ,if remember right.

I don't think a dragon will be involved bedause Todd has already said that dragons don't appear at the very beginning of the game. I think it will be Esbern that saves you (in Hollywood style i.e. at the very last second).

I think the tutorial will be very easy and will involve you fighting your way out of a old fort or cave.

Oh, when they said "lead to your execution" I thought more along the lines of the game actually starting with you being led towards a wooden stage with a small crows parting.
I actually would of LOVED to see a fallout 3 type start, because then its started you off right from birth.

Yes being pushed from Aludins crotch.

what if there is a bug, and nothing happens. . . they just execute you :ahhh:

I dont think it will involve fighting guards at all, since wouldnt that kinda break the game since it would be logical that whenever you go back to that town the guards would attack you?

We've been told that we're being led to our execution and that Esbern saves us. So, I'm wondering: What is a Blade doing at a routine execution detail? Unless he is a fellow prisoner, to be executed as well...

Where did you get this info?

they gonna make you watch SUPER 8.......

Two guards escort Esbern to your cell and one of the guards say "Whats this prisoner doing here! This cell is supposed to be off-limit." The other guard replies "Usual mix-up with the watch. I..." "Never mind get that gate open! Stand back prisoner, we won't hesitate to kill you if you get in our way." "You prisoner stand aside over by the window. Stay out of the way and you won't get hurt." The guards opens the gate, throws Esbern inside, closes the gate and leaves. Esbern looks at you and say "You! I've seen you. Let me see your face... you are the one from my dreams... then the stars were right... this is the day. Gods give me strength." He then turns around and open a secret tunnel, looks back and you and say "Looks like its your lucky day. Just don't get in my way." And both of you proceed to through the secret tunnel thus avoiding your execution.