Well the Helgen attack and escape can't really be avoided... but as soon as you get out, just run to the hills, heck the dude you're with even says "we should split up" and
he's actually going to Riverwood, so just take his advice.

My current char has never set foot in Riverwood, she has no knowledge of the people there depending on her for anything (and they aren't because they've never even met her, get me?).
I understand the feeling you have but you can see how simply heading off by yourself as soon as you can provides automatic justification for not caring about Riverwood or Whiterun or Dragons (which you'll never ever see unless you decide to make it happen... they simply don't exist in my current game).