What would he use though?
What armor? A one or two handed weapon? What kind? Any magic? What quest lines? What choices?
And I find it hard to decide between Stormcloak and Imperial...
And what appearance?
he has wings on the helmet so maybe the steel plate armor is a must for a shield i dont know. if you are in pc there is a mod sword called Jaysus swords that adds a sword called Dragonsting wich is look a like like the one he has in the statue.
so i would say :
Heavy-armor
Block
One-handed
and maybe smithing
I don't see Talos with a shield...
Also I was thinking of some Nordic-looking armor, unsure for now though.
Who knows I might ditch Skyrim and go for Oblivion...
The imagination is strong within this fellow.
inb4hevroraaksuggeststokillalltehelvesinskyrim
Though seriously, I recommend joining the Companions for that training, helping the Ghost of Old Hroldan, Finding Red Eagle's Tomb, and killing both Imperials and Stormcloaks.
I also recommend using Nord Hero gear and Frost Breath because Ysmir had that "breath of long winter".
I'd say:
Speech
One-Handed
Block
Heavy armor
These would be the core skills. Crafting would be up to you. Speech because he is Talos, so that is obvious. One-Handed and Block because of http://www.uesp.net/wiki/Skyrim:Ghost_of_Old_Hroldan, who said he was trained in those skills. Heavy armor because that will look best for a warleader and general like him. I'd recommend regular, pauldronless steel armor(with nordic gauntlets and cuffed boots) or steel plate, they look like something he could wear as the "Nordic General" he was supposed to be(yes, I know he is from High Rock, regardless of what race he really was).
As for the race, I'd go with a Nord or a Breton made too look quite like a Nord. He passed for a Nord among the Nords, after all.