I've been fighting this on and off. I start a new character and as soon as the titles finish there I am, whoever I am, standing on the side of the road next to the wagon. The Nords from the other cart are standing there with me. Ralof is nowhere in sight, but his dialog starts and goes on until Lorik says he's from Rorikstead and at that point all dialog ends, probably because we're not passing the trigger point, since the wagons aren't moving.

UESPwiki says, yep, this happens, and that it can be solved just by reloading, but at the moment it happens every time I try.

Are you by any chance using the Helgen Reborn mod? If you are, it has to be disabled until you've finished the opening sequence and escaped Helgen.

No, I'm not. Never had it in.

Are you using any other mods? In particular, some mods that change or add animations, or ones that alter dragons, have been reported to cause problems with the game opening sequence.

I have several mods, only one of them changes dragon appearance--dragons no LODs--I'll see if that one is the culprit in the morning.

Edit to add: It does seem to be a mod, but not that one. When I used NMM to disable all my mods I had no problem starting a new game. Guess I'll start wading through likely suspects...