You start off with bound hands next to Ralof and Ulfric, captured with the Stormcloaks by the Imperials. Ralof says that everyone in the carriage is brothers-in-bonds (or whatever he says) causing the player to form a connection with Ralof and the others there. Then you're brought to the headsman's axe, and you observe that the Imperials are about to execute a handful of people without trial or recourse, including the player. Obviously this puts you on edge and causes you to not like the Imperials for your own survival. Sure, Hadvar is a stand up guy, but Tullius comes off as an [censored] and the Imperial Officer doesn't even care that you're not on the list and sentences you to your death before you have a chance to speak.
The first Stormcloak is executed while saying that his ancestors are proud of him, and asking the Imperials if they could say the same. Ralof says something like "As fearless in death as he was in life", which, to most people, would seem pretty noble and brave. Then the dragon attacks and Ralof saves you. Sure you follow Hadvar around for a bit but he doesn't really save you like Ralof does, you just kind of follow him around. Then you're given the choice to go with Hadvar, the Imperial who just sent you to the executing block, or with Ralof, your brother-in-bonds. Most people in that situation would obviously go with Ralof.
Even if you go with Hadvar, you go through the torture chamber, seeing the torturer and some of the atrocities he's done. After saving him he sneers at the Stormcloaks, saying how they weren't too happy about how he treated his comrades. Obviously this makes you feel sympathy for the Stormcloaks as torture is pretty [censored] up.
After a while you make your way to Whiterun, where upon entering you learn that Eorlund, the best blacksmith in the land (someone who would garner respect from anyone) would never make armor for the Imperials. Then you learn about the Grey-Mane and Battle-Born feud, and the Battle-Born (Imperial supporters) come off as pompous [censored] rich dudes, while the Grey-Manes seem like Noble Nords who respect their ancestors.
Then, worst of all, you learn of Fraila Grey-Mane, who's son has been declared dead by the Empire. She's convinced that he's alive but the Battle-Borns say that for sure he is dead. Eventually you