I really love seeing small cinematic cut scenes in a game because they are an awesome tool that will quickly immerse a player if used correctly. Here's an example, in oblivion you would just start the game hanging out in your cell, but wouldn't it be awesome if the game started out as you are being dragged to your cell (in first person PoV) and then thrown in there as the guards lock the door. I'm probably just rambling here but I think Bethesda can use that kind of stuff to immerse you in the world and the quests. Thoughts?
I think that Dunmer in the Oblivion intro did a good job adding to the prisoner-feeling. Maybe they could have opened the game with the Player seeing Valen Dreth tossed into prison. He notices you, starts his ramble, while the guard tells him to shut-up as Uriel Septim and the Blades come down to your cell.
That guard should have been the speechless one stuttering, saying "I... I don't know, must have been some sort of mix-up at the watch!" I would have liked that.
Morrowind had a cinematic, more of a hellish nightmare until Jiub starts talking. "Why are you shaking? Are you okay? Wake up."
I do wonder how Skyrim will open up now.