what? there's no morrowind?
There is, yes.
But all factions start in the same place, regardless of race.
I've not tried the Daggerfall Covenant, but both the Aldmeri Dominion and the Ebonheart Pact all start on a small island, which basically acts as the tutorial island.
The Dominion starts on Kenarthi's Roost, off the coast of Elsweyr. Soon after you land in Valenwood.
The Ebonheart Pact starts on Bleakrock Isle, off the north-east coast of Skyrim. Soon after you land in Morrowind, not too far from the city of Ebonheart (I think Old Ebonheart, rather than the Ebonheart City featured in TES: Morrowind).
I'm not sure where the Daggerfall Covenant players start off, but from the pattern I would assume it is an island (to prevent you running off) situated in the territory of one nation, and you then jump to the territory of another.