Here's a quick reminder for previous games:
Morrowind: Your character is being transported to Morrowind on a ship after having commited an unknown crime.
Oblivion: Your character wakes up in a cell in the Imperial City jail, your crime unmentioned.
Skyrim: You are being transported to Helgen from Darkwater Crossing for your execution after being caught in the middle of a skirmish between the Imperial Legion and the Stormcloaks.
Post away~