Starting as Imperial...any specifics I should be aware of regarding the build of my character?

BTW, I love the opening. That dragon attacking was rather cool.

No.

Not really, no. Although they have +5 in Block, One-handed, Heavy Armor, and more.

Just consider a bit of background for your character. Did he/she come from Cyrodiil? Why was he/she heading to skyrim? How does he/she feel about being sent to execution for being near the border Ulfric was at?

There's nothing in particular special you have to do for any race. Choices you make might be influenced by either yourself or perhaps how you think your character would act.

Not really.