1. The High King of Skyrim has been murdered before. His name was Borgas, and he was killed by the Wild Hunt in 1E 369. This triggered the War of Succession, a civil war that resulted from the Moot (committee whose job it is to appoint a new King) failed to choose the most obviously qualified candidate, the Jarl of Winterhold. The Wild Hunt is a power attributed to the Bosmer (wood elves). In the Wild Hunt, animal and forest gods that go on a great hunt, killing everything in its path. (See here: http://www.uesp.net/wiki/Lore:Wars along with http://www.uesp.net/...ldmeri_Dominion )
2. The FIrst (human) Empire in Tamriel was Nordic. http://www.uesp.net/...re_of_the_Nords
3. Once upon a time, the Nords settled in northern Skyrim. They were fleeing war in their homeland, Atmora. Their arrival in Skyrim, however, is referred to as a "return" in the so called "Song of Return" (if anyone knows where the contents of this song can be read, please post a link). It's referred to as a return because their myths say that they were born at first when the sky breathed upon the Throat of the World (High Hrothgar). So when they came to Skyrim, they were returning to their true homeland.
4. Once settled in Skyrim, the Nords built the great city, Saarthal, under the command of their great, mythical leader, Ysgramor. But the elves of Tamriel were jealous of the Nords and their rising power and decided to put them down. They burned Saathal to ashes in what is now known as the Night of Tears. ( http://www.uesp.net/wiki/Lore:Saarthal ) Ysgramor and his two sons alone escaped. They returned to Atmora and brought 500 companions with them and vented their rage on the elves, eventually winning the war. One of them was Pelinal Whitestrake. ( http://www.uesp.net/...nal_Whitestrake )
5. In one of these battles, the elven Snow Prince was killed by a 12 year old Nordic girl. ( http://www.uesp.net/...the_Snow_Prince ) I include this tidbit because the story has a lot of historical details in it, but also because it is a particularly embarrassing event for the elves, perhaps one they just never got over.
6. The First Empire was begun with the 13th King to follow in Ysgramor's footsteps some 240 years later, King Vrage. ( http://www.uesp.net/...re_of_the_Nords )
7. Other helpful links:
http://www.uesp.net/..._Edition/Skyrim
http://www.uesp.net/...at_of_the_World
http://www.uesp.net/...ntier,_Conquest
So in reading all of these things, a number of questions come to mind. First, who killed the High King of Skyrim? If the old maxim, "history repeats itself" is any indication, my guess would be that elves killed him, like they had done once before, perhaps utilizing the Wild Hunt (if any of you are Dresden Files fans, think of the Erlking).
Spoiler
The mention of the Thalmor makes me think that this is quite possible. If so, then the elves are once again seeking to subjugate humans, possibly even kick them out of Tamriel altogether. I know this last suggestion may get people all riled up about whether the Thalmor are using the Legion as their puppet army to bring about their evil purposes, but honestly, I'm not trying to raise that issue. It's just as possible that the Imperials are trying to fight against the Thalmor on one side and the Stormcloaks on the other.
What we do know for sure is that the Empire is in decline. This means that other, perhaps long dormant powers will see this as an opportunity. Why not the elves, who once ruled Tamriel? ( http://www.uesp.net/...ldmeri_Dominion and http://www.uesp.net/...ldmeri_Dominion ). If that's what's going on, you can bet that Ulfric's rise to claim the throne is motivated by the Nords' memories of the Night of Tears and their centuries-long feud with the elves that ensued. Their concern is that history is repeating itself, and they intend to stop it.