i have started a new character today, again a Breton, i have no plan at all about role-playing and what she will do. She pick up a bow and arrow, she just use that in the Imperial sewer. Then Baurus say "the way i see you i guess you are an experience Agent"

At that moment i realize something and check out wiki, lore-wise Bretons are popular as agents. Then an idea got into my head on why she got imprisoned, because she's an agent, like CIA , FBI, or something. maybe she is spying on the Imperial then get caught. But from the Emperor and her dialogue, it seems like the Emperor know who she is, and maybe she work with the Emperor, so she ask "Why am i in jail?". The Emperor talk about dreams and so on are just diversion to cover up, because there are Blades there. It also explain why the Emperor trust her in the end...

Edit : yeah she also ask "Who are you?", but i just pretend it was a sarcasm or trying to be funny, the Emperor did answer "I am your Emperor" also trying to be funny, he is obviously look like emperor anyway

http://www.uesp.net/wiki/Lore:Breton

"Bretons are said to enjoy intellectual pursuits; they often have an affinity for anything related to logic and ordered complexity.^{http://www.uesp.net/wiki/Lore:Breton#cite_note-KE9-4} Their love of knowledge and affinity for commerce drives them into a host of careers, including trading, the military, sailing, medicine, textiles, manufacturing, writing, theology, philosophy, banking, all kinds of artistry, and other scholarly pursuits.^{http://www.uesp.net/wiki/Lore:Breton#cite_note-WJOTB-10http://www.uesp.net/wiki/Lore:Breton#cite_note-22http://www.uesp.net/wiki/Lore:Breton#cite_note-BB-23http://www.uesp.net/wiki/Lore:Breton#cite_note-16AOM-24http://www.uesp.net/wiki/Lore:Breton#cite_note-TR-25} Espionage has also proven to be one of their strong suits; Breton double agents, assassins, and spies have turned the tide of wars throughout recorded history.'

Somewhat it explain the mysterious background of the main character isn't it?

Then i look on the Agent class build, it is not so bad, i decided to continue to role-play it.
Specialization: Stealth Attributes: http://www.uesp.net/wiki/Oblivion:Agility, http://www.uesp.net/wiki/Oblivion:Personality
Skills: http://www.uesp.net/wiki/Oblivion:Acrobatics
http://www.uesp.net/wiki/Oblivion:Illusion
http://www.uesp.net/wiki/Oblivion:Marksman
http://www.uesp.net/wiki/Oblivion:Mercantile
http://www.uesp.net/wiki/Oblivion:Security
http://www.uesp.net/wiki/Oblivion:Sneak
http://www.uesp.net/wiki/Oblivion:Speechcraft