Arena: You start in the Imperial dungeon, having been tossed there by Jagar Tharn, Imperial Battlemage, who has banished the true emperor and is impersonating him. Daggerfall: You start in a dungeon on the coast of Hammerfell, the ship you were in having been magically sunk. You are a friend of the emperor, and are doing him a couple of tasks. Battlespire: You find yourself trapped in the Battlespire, the training ground of the battlemages, and have to fight your way out. Redguard: Can't really remember; been too long since I could get this one to play. Morrowind: You get off the prison ship to Vaarnenfell. Oblivion: Imperial dungeon as the emperor flees to his fated death. And they usually start in a prison, as it makes a nice, contained tutorial that gets you started, but isn't hand holding about it....