Option 1 - go with Hadvar
Option 2 - go with Ralof
Option 3 - Hit the Sprint button and book it straight out of Helgen. Then, if you encounter people on the road they can say, "I heard you hung poor Hadvar out to dry. The Imperial Legion doesn't need cowards like you, but if you like stabbing people in the back, why don't you go ask Ulfric about joining the Stormcloaks." ---- Then speech options come up for Riverwood, the Imperials and the Stormcloaks, and your journal updates accordingly, and the game continues on, without you having to go through the whole tutorial dungeon if you don't want to.



