Well, if we were transported in. We'd all be Imperials and Nords. Maybe Breton if your French.

But, I see what you're saying. I'd probably be Nord, just for the Frost resistance, and acceptance in cities. The strength and natural combat prowess would be nice too. Then I'd buy Breezehome, marry Muiri, work an honest job, like a caravan escort, maybe dabble in a bit of magic, and wait until Alduin eats all of us. Probably end up being a Smith or something, maybe once we get enough money, I'd move of some where and build a cabin with Muiri. I could forge anything we need, she could use the forest to make potions. Maybe start a small village around us. Build walls and hire some Bosmer archers to protect us.

Or, if I don't really want the world to end. I'll do all that adventury stuff, though I'll force the lazy as Greybeards to actually help. Make them come with me and do all these fetch quests. Kill Alduin. Be a hero. Etc.
I might even use my new found power to take over the empire and kill the Thalmor and reunite Tamriel under my banner.

Or Bosmer, as long as I'm not ugly as sin, as they usually turn out to be.