The game will begin with a cinematic, showing you riding a wagon with condemned Stormcloaks, amongst whom is their leader - Ulfric Stormcloak. Soon you should reach Helgen. Throughout the whole initial scene, you will be only able to look around.
Soon after reaching the destination and getting off the wagon, you will have to tell your identity to Hadvar, therefore creating your character. You have to choose the race (Nord by default), sex (man by default), appearance details and a name.
Another interactive cinematic will start. The hero will be saved from execution at the last moment, with the arrival of a large Dragon.
Main quest unlocked: Unbound