Wouldn't make much sense to roleplay a former Blade, as it would be more than a little odd that the two known surviving Blades wouldn't recognize you. But... there is also Acilius Bolar. He fled Cloud Ruler Temple when the Thalmor attacked and sought refuge in Skyrim before being tracked down and killed. Would it be so far fetched if he would take in a worthy adventurer as a pupil? But then why would the player character be traveling into Skyrim at the start of the game and not even know where Whiterun is?

He did start out unconsious in the carriage, so he was likely knocked out by an Imperial. Memory loss due to concussion, get your character checked out by a healer and be sure to wake him every couple of hours to make sure he doesn't die.

I would never rp a Blade....I shall never kill Parthy

this.

but interesting idea. Maybe your character was headed through the area having heard rumor that Ulfric may have someone in his ranks who could call a dragon. You get caught up in the whole mess and end up sighting a dragon anyway haha