I start with the Summerset Isles as the province of choice. Too much regarding the Thalmor is left undecided in Skyrim and I get a sense that the game won't be making a giant leap into the future as it did between 4 and 5. I'm thinking more of the time jump tween 3 and 4. Plus, the mysterious psijics have been re-introduced and unless a future DLC deals with them sufficiently, Beth has left much intrigue on the table regarding their motives as well.
Anyway, the intro begins with you milling about, albeit very briefly, in the port of Stros M'Kai. Why? To emphasize that you're leaving Tamriel proper this time, that this game will be different, far away and foreign. You linger enough to take in the town's lines of buildings and see more R'gada faces than is normal. Plus, it is a nice nod to the games of past to give the fan a wistful yet-modern look at this small part of Hammerfell.
A boat is docked and it is large. There is a short, but pompous speech as a dignitary boards the ship. Perhaps it is an ambassador or the Emperor him/her self? You are invited to board after the dignitaries and this is where character creation occurs.
On board, intrigue plays out. There is an Altmer whose actions are nebulous. The dignitary is killed. Lay dying, he/she leaves you with their true instructions/wishes re: the empire. You are charged to deliver said wishes to a high-ranking official of the Aldmeri Dominion.
On board the cramped boat you become embroiled in some basic fights to get a taste for the gameplay mechanics and such. Timed perfectly by the designers, you finally get topside as the boat pulls into Firsthold, sun rise/setting, music in crescendo....memorable moment created. Step off the boat and go where you please.