So this would be pretty cool.  I usually don't do fandoms but I LOVE skyrim and I think its a broad enough of a setting that it allows a lot of creative freedom.

I agree that the attack of Helgen would be the best starting place.  Its an event that would draw people from all over the realm and also gives everyone a great starting point.

Winterhold works for me - they could be meet up there and continue on the Helgen or meet up after they have all escaped from Helgen, or whatever.

I have a question or two - can we fabricate relationships between our character and existing NPCs?  For example, could my character be a princess of one of the existing holds?
And additionally, are we limited to existing places in Skyrim or can we create our own?

I haven't done group RP in forever, and nothing really ever with a distinct GM - usually its all collaboration, so bear with me if I stumble through it at first.