I've been a redhead female Breton since day one (as a main anyway) in Morrowind. I've since based all my main characters after her (whenever possible to make your own character such as Mass Effect, Fable, Fallout, Oblivion, etc...). And she will reincarnated in Skyrim and save the world once again. Her name is Synok and the first thing she did as Nereverine (sp?) was become the Arch Mage. lol Anyone else make the same character in multiple games (that is not based on yourself)?
I don't play the same character, though my main characters are ALWAYS family of my first Oblivion character. My Arena and Daggerfall characters were ancestors of him, and my Morrowind Nerevarine was his brother.
Back on topic, I don't think it'll kill immersion too much, but I'm playing as a Nord simply because I've grown accustomed to their barbaric and drunken ways.