We are in nothing but rags universally...

What are we doing?

Up to us, really. We could be simply exploring or maybe we were a foreigner that wanted to join the fight. Anyone's guess.

hunter, merchant, mercenary, bandit, thief, skooma dealer, monk, farmer caught in the wrong place at the wrong time.
escaped criminal caught in an ambush not meant for him/her
Legion deserter.
Stormcloak.
dunno... anything really.

Well, they do say that the Gods send a Dragonborn when in need. Only, its up to you if your character discovers he/she/heshe is Dragonborn.

As others have said: it's up to you. Ralof hints that you might have been crossing a border, although he never mentions which one. Hadvar gives more possibilities depending on your race. But neither are certain - it's up to you.

It's pretty much up to you to figure out why you crossed the border. Some people come up with really long, elaborate backstories of how they wound up in Skyrim. Others like me, tend to try and keep them simple and to the point.

I have a (now suspended) Imperial innkeeper who heard the tales of a certain Mead made with Juniper Berries, and thought he would procure some for his Nord patrons at his inn in Bruma. Trying to bring back a little of their homeland to them just because he's a nice guy like that.

I had a Redguard who was a simple hunter, and was tracking some wild game high up in the Jerall mountains when he accidentally crossed the border during the chase.

My (now suspended) Argonian is a thief plain and simple, and saw an opportunity to get rich quick. While the foolish Nords went off to war, he went to work robbing them blind.

that is very cool, i have always been a guy in a cart, who becomes the character he is to the race i select haha. but on this build i just had to catch the general assertion seeing as how this time as a nord i got called the one in the rags to be executecd.

TESV has one of the more open backstories in the series.

Everyone already said what I was going to say so....

Because you're a dirty illegal immigrant and you deserve to have your head chopped off! SKYRIM BELONGS TO THE NORDS!!

I have asked myself this same question, and have decided that it is better to create my own explanation. Unfortunately, (and since the right inspiration has not yet crossed my mind) my wood elf has seemed to suffer a loss to her memory, and is hoping to find the answer as she ventures on.

I dont try to justify it much these days. But my first one was fun. I decided my character was a member of the Thalmor, and an imperial supporter. During a stormcloak attack near the border, my character got knocked out by somehing that doesnt matter and the imeprials brought him along as part of the rabble by mistake.

. After seeing Elenwen at the execution, he was sure this was all some greater plot. Until he had to go to the chopping block, that is. (He knew that the thalmor didnt have a dragon they were gonna call in, so yeah.) At this point, because no one knew who he was, he just...pretended that he had nothing to do with the Thalmor, since clearly this was not the time to bring such things up. Especially not to stormcloaks.

And then things got complicated.

my latest character has a terrible sense of Direction..

So she took a wrong turn at Bruma and ended up hitting the Skyrim Border... stopped to ask a camp of nearby Soldiers "I am kind of lost.. can you please tell me the way to Skingrad?", when the legion hit the camp and captured everybody...

A foreigner from the looks of it or prisoner escapee. On default terms.

Imperials will chop your characters head off becouse skyrim belongs to the nords? And you can choose which race your character is and btw you are a thalmor rper funny this is coming from you

1/10 bro.

I think the real question is why don't we return to wherever we came from? Only mercenaries or adrenaline junkies would be attracted to and be compelled to stay after they have seen Alduin.

We're probably some kind of boring mercenary who ran out of gold and fought and lost in some boring far away war in some boring country. We were either wandering to look for work and bump into the Imperial ambush, or returning home at the wrong time.

Or we are some kind of brainwashed agent of some third party or Daedric Prince (most likely whathisface with the tentacles and books) that was inserted into Skyrim at the time the Dragon returns.

My character got drunk and didn't realize she was crossing the border. By the time she'd sobered up, she was tied up in a wagon with smelly Nords. She is never drinking again.

Why did the dragonborn to be cross the border....

To get to the other side.

Because a bear was chasing him/her.

There were really interesting looking shrooms over there!

A bunny hopped out from under the brush and scared him/her.

.

.

.

Pile on whatever you imagine, it's one of those unknowns that lets the player decide who their character really is!

there was a sales at belethor's?

He was selling his sister.

Well as long as you don't give you char a background where you where wanted by the Imperials as they didn't have an arrest warrant for you... Well you can but do you need to come up with an explanation way they did not have your name then.

It would seem we were just travelers caught up in a war and saved by a dragon we later kill. seems logical. There is no reason given for our arrest other then crossing the border. What border? How come I don't get arrested for the countless times I cross hold borders afterwards? Hmmm...

I wish something like Alternate Start, Live Another Life mod could a part of the game. I use it on the PC and can decide my own beginning.

But I guess with the vanilla beginning, your introduced to the MQ and CW conflicts. It was an impressive intro the first couple times I watched it.

Because if you cross into somewhere else then it wouldn't be TES 5: Skyrim. It would be TES III 2: Morrowind or someplace else

My character was caught shooting down a Mede Empire surveillance drone.

I was trying to say that the Empire will chop off your head if you enter one of their provinces illegally and that Skyrim truly belongs to the Nords and this shouldn't happen, but as you all know, I'm not good with Nordic patriotism...

That would be a sale at Haelga's Bunkhouse actually.