I've drawn myself into Skyrim. As you can see, I'm wearing precisely what I'm wearing now and I'm rightfully confused.
Now, a few quotes from me in-game:
"I swear, they spawn me in here with these clothes?! I mean, they gave me a sword, can't they give me some armor? These clothes have no bonus whatsoever!"
"Aw, dang. I just killed a wolf. Sorry, buddy. I'm sorry."
"Fus... Ro... Da- HOLY COW I JUST FLUNG A GOAT OFF A MOUNTAIN."
"Is that a dragon howling? Because I know I'm not supposed to encounter dragons yet."
"I'm not seeing any quest icons... Shouldn't I have a journal or something?"
"I must be near Whiterun. No, near Windhelm. Hmm... Riften?"
"OH MY GOSH IS THAT A KHAJIIT?! LET ME PET YOU."