Would you try to convince the greatest scholars that you know certain things they don't? Or would you try and find that damn adoring fan end his life and placing yourself into the imperial dungeon for how long they put you? I've always wondered it myself, In my opinion I would most likely stay in the realm. I would first try to get some septims for myself whether it be begging or even thievery. And start trying to get a home. If I'm brave enough I would join the fighters guild or a mercenary group If I feel I would like to risk my life to fight. I also would try and look for one of the nine to worship might be Talos and it might be Arkay. Or Dibella *wink*
From this other questions arise like what city would you stay in and from what you know of dungeons, ayleid ruins and such would you go near them or would you go down in there knowing there are vampire clans in there just so you may get Porphyric Hemophilia so you may become an immortal being? Just add on to your idea of what you would do during this time in the Imperial rule.