For example, in the opening cinematic you can pretend that it's actually a Stormcloak party that captured you instead of Imperials. Just little tweaks and revisions to give your character a more authentic feel in the world of Skyrim. Also your induction into the Dark Brotherhood could be a different tale (once you're actually in, what does it matter?) since murdering an old woman for some random boy isn't exactly something my Dark Elf would do or even care about. Once he's actually a part of the DB though, he takes his job seriously.