I have an Imperial mage who came to Skyrim to study at the College. He will be archmage, but not at once - I intend for him study more than a year (by waiting and RPing that he studies) first (it's still a very short time, but better than going from newbie to archmage in a week or two).
When he got mixed up with the rebels at Helgen, he realized that the civil war was worse than he thought, and since he believes in a united Empire and that Ulfric is nothing but a powerhungry warlord, he will join the Legion.
He also has discovered he has the ability to absorb dragonsouls. The Nords go on about this Dragonborn thing, and he's even been summoned by some obscure cult called the "Greybeards". He's very reluctant about it, but in the end he will walk down that path, too, and accept it as he learns more about it.
My Breton Dragonborn came to Skyrim when she fled false murder accusations back in Cyrodiil, where she grew up (her father was in fact Imperial). Being poor and with no other future, she embraced the new life offered to her when she survived Helgen, and has no problem being Dragonborn.
My Dunmer Dragonborn is a mystic, who will do anything her visions tells her to do

(ok, it's not that simple, not really). She's very interested in dragons, and the Way of the Voice is very appealing to her.