I'm having a hard time in TES lately. I like REALLY roleplay my characters, and as such I generally give them indepth back stories. Try to make them feel like real people to me, and not just archtypes. Something always drives someone to become a hero. I like to explore that in game, before actually doing any adventuring.
The problem is, i'm a big fan of rags to plate/robes when it comes to my characters. I like them to be as normal as possible, before something happens that forces them out of their comfort zone and into the life a hero or villian.
Thus, very few of my characters have Legion, or Mage Guild, and so forth in their backstory. Some are simple peasants. Some hunters. Some are normal people from other cultures suddenly out of their element. Very few become an adventurer because its exciting, or a hero because 'thou must' but because they fall into it and have no other choice.
This becomes a problem (in Oblivion and Skyrim more than Morrowind) as the games are rarely very forgiving to a 'normal' person on their first adventures. There is no journey from the Shire to Bree. No trip to Mos Eisley with a Jedi guardian. No period of training before joining a mystical order of warriors or assassins.
Nope, you either have to close an Oblivion Gate by going into hell, beating up creatures with eternity to master their skills before your character was even a thought in his/her parents minds, or kill every bandit in an old ruin, and a giant spider, followed by a Draugr, to recover a dragon stone for a mage.
The faction quests can be a little better, but still throw you in at the deep end. I have to give props to the Dark Brotherhood of Oblivion, in that your initiation was with a feeble old man, and you could spend as much time (or even pretend to) as you wanted trainign in the dedicated training room before going on missions that didn't need you to be Conan to pull of.
I can much more easily see the (two-hundred and sixteen plus years old by Skyrim) Nerevarine, who spent years wandering Vvardenfell and Solstheim honing their skills, who after a great deal of training and gifted power took down Dagoth Ur, an aspect of Hircine, and a weakened member of the Tribunal, taking down a dragon single handedly (or Mannimarco or Daedra or [blank]) and then Alduin himself. As opposed to Candee, who was up until a month before the 'final' battle atopn High Hrothgar a waitress in Whiterun, and had roughly the time to master the basics of how not to stab ones self or set ones self on fire. And yet likely has a higher kill-count than most real life soldiers in a lifetime.
As such, I actually find it easier to start a character in Morrowind, have their heroes journey, and then due to either Corpus or Vampirism, carry them into Oblivion and/or Skyrim. This way they have had their modest start, become a badass, and are fully capable of handling what either game throws at them.
Still, i've taken to using mods in all the games to give the characters a decent backstory. I use an alternate start for Oblivion and Skyrim so that there is no immediate rush to 'save the world', and generally travel with a companion. It can all be very abrupt though, even then. While I enjoy the 'start in Morrowind' method, it pretty much nukes the 'play a normal person' bit from orbit by the time of Oblivion and Skyrim. It just leaves me in control of their backstory.
Amusingly, Fallout 3 in the Bethesda library actually offers the best way to do this without immense amounts of mods and over thinking. We escape the Vault, after seeing fragments and hearing soundclips of a prior life that we can fill in the blanks of, and then we go looking (or not) for 'Dad'. The early quests are generally optional, and you can often resolve them with little to no bloodshed. And as with guns in reality, with some training anyone can become a decent shot, and with companions, its rather easy to play a normal person at first. Operation Ancorage actually even forces you into a 'trial by fire' that (after getting out) a character would be able to handle practically anything in the wasteland after. Same with New Vegas, and with the main character being a blank slate, you can even work your FO3 character in as them.
So, my fellow roleplayers, how do you make your roleplay feel 'authentic'? Make your characters feel part of the world? And, am I the only one who likes to start my characters out as semi-normal people as opposed to already established kickers of butt?