I just started my first Stormcloak character (Rp) no intent on doing the quest line until all characters are ready for it, so I just want to kill Imperials.

On my first shift, hit the jackpot. A group with a Nord prisoner right down the road from Windhelm. After killing the group I got a bounty and attacked back at Windhelm.

Really? I joined them already too. Is this how it works or can I count on that being a once in a while type glitch?

That should just be a glitch. Hopefully it wont happen again/

You should first talk to the prisoner and free him, then they turn hostile and attack you. You could also give the prisoner a weapon and armor. Sometimes they equip it, sometimes they try to punch the imps out, which doesn't usually end well. If you want to save the prisoner, you might want to save before approaching.

However there will be imperials you can't kill without a bounty- like the Penitus Oculatus in Dragonbridge. They're part of a quest line hence get speshul status. But you know, sometimes it's worth paying the bounty.

what Calen said. To avoid the bounty get them to go hostile first. With imperials its free the prisoner. With thalmor, it depends. If its a prisoner patrol, free the prisoner first. if its just a patrol, taunt them with your love of Talos.

If you kill them all and nobody is around save the Stormcloak prisoner, the bounty should go away. Though, like the other said, freeing him will get them to attack first. It also lets you give him a weapon.