The Elder Scrolls IV: Oblivion starts your chraracter in a prison.
You're not told why you're here, and the only word the Emporer gives is the quite cryptic message "Perhaps the Gods have placed you here so that we may meet. As for what you have done, it does not matter; that is not what you will be remembered for."
So... What did your character do?
It makes perfect sense that my character was caught having an affair with the daughter of one of the Nine Divines in the Countess of Leyawiin's private quarters.