i personally think the game should start in a military/ guard base where you create your character and then you walk a bit forward look around that kind of thing, then you see three sets of armor on a shel in front of you and you walk up to them and it will tell you what each one does show a brief clip on each of them. then after learning about each one you make your choice, then after a clip showing you suiting up (kinda how its done in iron man) the captain of the guard walks up and says something along the line of "good your all suited up, i all ways new you'd chose the (insert class here) armor", "now lets go we got (insert weak enemies name here) at the south wall. then on your hud it shows follow captain derp to the south wall. you arrive there to find more enemies then you expected and during the combat your traveler powers kick in for the first time and you wreck house. after talking to captain derp again he'll tell you to head to the armory to get some better guns. after that more free roaming then skyrim
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I would like it to depend on race and class. If you were a Warlock you come down from a tower under the Traveler and after years of studying and preparing you are ready to go out into the wild. Pretty much the same thing for every other class and race.