In the context of the game normal is Dragonborn, it's just a matter of when you find out. Alduin leveled Helgen with the goal of taking out the Dragonborn before he/she became a threat. If you drag you feet long enough during the attack Alduin will kill you outright.
That said there is nothing stopping you from becoming highly distracted and not moving the plot ball forward for a really long time.
I find this amusing, though. Had he not done so, you never would have escaped. He's the whole reason you get to interfere. XD
Anywho, as for this... none of my characters so far are dragonborns. I still do the main quest and stuff, but other than the shouts you're forced to get, I don't learn them, nor use them. Still, dragon materials are very handy to have, and the only character I have who doesn't care for that is my mage, whom hasn't even reported to Balgruf yet.
My fifth character will be a dragonborn, though. A nord build up with all the stuff I liked best from my experience in each of the four main factions, and with the might of the Thu'um at their disposal. They wield Flames in one hand, an electric Waraxe in another, and breath ice. They'll be a lot of fun to play as.