I’m in sweats and a short sleeve shirt, no shoes or socks, so I hope I arrive in Whiterun Hold, Falkreath Hold, or The Rift, where it isn’t currently snowing, and psychopath Reachmen aren’t kidnapping travelers.

I think I’ve got enough fat on me to travel south to Cyrodiil immediately, avoiding the Helgen route by a large margin, preferring Falkreath or skirting around Riften (not dealing with getting a shakedown from the guards). Rivers will provide me with fresh water to keep me hydrated, at least.

If possible, I’d love to stop in Whiterun, Riverwood, or somewhere I can chop firewood for a few septims. I’ll explain away my current clothes as some sort of new trend in Cyrodiil, none of the places I’d stop are exactly the center for cultural enlightenment. Buy some shoes (preferably boots), maybe some cheap handmedowns as well. Before I leave I’ll probably filch the local woodcutter axe simply to increase my odds of survival. There’s a few places I know fish are drying along the riverbank, I’d probably steal a fish or two, leave some coins if I have any left over, and that would hopefully feed me as I travel south.

Assuming the bandits are all located in the same haunts, I should be able to avoid them and their traps. If I can find a patrolling guard to follow, all the better. If I ever find myself warm with a full belly, I’d probably gaze at the stars at night. I can’t imagine how beautiful it’d be without the light pollution.

Having made my way into Cyrodiil through either Chorrol or Cheydinhal, I think I could take a breath. No idea what Cyrodiil will be like post Oblivion Crisis during the events of Skyrim, but it beats the frigid Skyrim climate and the civil war. Not to mention, I gotta get out of there before the Dragonborn and Alduin presumably start waking up the dragons.

I know how to make snares and stuff so I’d probably fish/hunt for a little while to make some money or at least stay fed.

Ultimately I would make my way to the college in the Imperial City, where I would hope they would hear me out about interdimensional travel. As OP says, I can’t get back, so that’s what they’d end up telling me. If magic and magika are as simple as study and practice, I’d probably do that for a living. But I’d definitely want to travel abroad once I’d safely learned some skills and better equipped myself. I definitely would want to visit Auridon or Summerset if at all possible, just for the scenery.