I've heard a couple of ways that the game will begin, i've heard that you are dropped of in a random place within your race's province and you must find your way to the main quest marker (if you wish), ive also heard (for the Ebonheart pact) that you are in the town of Bleakrock, when you get attacked by Molag Bal's minions and get svcked into his Coldharbour, or perhaps it is a mix of these two?

Someone care to shed some light on the situation?