Prison is a must: it always happens in TES games (besides for Daggerfall.)
however you don't need to be incarcerated (like in morrowind.) You could easily just start inside the prison but outside the cell and the dialogue makes no references to WHY you are there besides that "The emporer has a letter for you" or smething like that.

i would like to pick an orgin like noble elf or poor elf ect and you would start out with different equipment but wouldnt have to do a quest or anything. but you could.