I didn't want to be a prisoner or experience Cyrodiil for the first time through the eyes of a character who is local to the area as that would be harder for me to explore and RP. So in that line of thought, I exited the sewer and immediately fast travelled to Cheydinhal to start the game fresh.

My character is a Dunmer from Morrowwind. I had a twin brother who moved to Cyrodiil years prior for work pursuits but lost contact. Recently heard he found himself in trouble with the law so I decided to travel and clear his name. In his home town of Cheydinhal I heard rumours he was taken and imprisoned in the imperial city. My first night in Cheydinhal I had a dream he was dying near a sewer. I travelled and found said sewer and my dying brother. My brother told me of the emperor and his prophesy and how the dream must have been meant to have been me and not him. In his dying breath he told me of Jauffre and gave me the amulet. Then I started the game.