Locked in prison!

[KalleFlaxx]

Yes, you start in a cell in Arena.
In Daggerfall, however, you start in a cave you somehow ended up in after a shipwreck.

[Cactus]

Ah. See, I've started Arena, thus knowing you're in a jail cell that's for some reason behind miles of dungeon (imagine if your cell in Oblivion were actually in the caves underneath as opposed to simply connected to), but never Daggerfall since I can't get it to freakin' work on this computer. Even the updated versions say I can't do it on a 64-bit pc.

[Dark Spark]

...The thing is though, you can't complain that much because that's literally the basis of the series, prophecy. The Elder Scrolls are prophecies that are often about beings called Heroes, people that sort of supersede destiny and do what they want. This is why you can "change your fate" in Oblivion by using the birthstones, and why you become so powerful. In every game you're some sort of chosen one, regardless of what path you take.

I've subscribed to the notion that the "journal" for each player is an actual Elder Scroll— we just didn't know it at the time. Every action we took rewrote the prophecy of the Scroll and reshaped the world accordingly. That's why the "map" fills in with such rich detail during your travels, even though you're certain that your character didn't have conté crayon in hand as they drew every single tree they passed by in the West Weald.

[Cactus]

I've subscribed to the notion that the "journal" for each player is an actual Elder Scroll— we just didn't know it at the time.

That's actually a very interesting idea. I've never considered that, but that does make sense. I doubt highly it's what the game makers were thinking, but I'm totally making that my philosophy now. It would explain why mid-battle your journal updates with "I've killed Tim the Enchanter. Now to find grail." despite the fact that Tim's three hired dudes are still slicing you with swords.

[scribbane]

that is pretty cool. That might also be why we don't ever actually write in our journal. It just does it for us and we're like "Oh cool, I don't have a pen on me anyway so sweet".