One question that's always crossed my mind when I play these games is, what exactly happened before the events of the game you're playing that led up to where you are now? In Skyrim you're told you've been caught crossing the border from Cyrodiil, though it doesn't say why. In Oblivion, you wake up in prison with the only vague clues to your being there are "Perhaps the gods have placed you here so that we may meet." This is especially perplexing when you make your character very old. How has the Dragonborn spent the 40+years leading up to his intended execution? Has he had a family? Did he live on the streets, scraping by on mere farthings? Perhaps Bethesda intended this, for the player to be able to fill in that blank for himself, as sort of an extra RPG vibe.