Unbound

Unbound is the first quest available in Skyrim, and as it is a tutorial as well, comes the closest to being mandatory.  It begins after the player creates and names the PC, as is mostly cinematic at first.  The PC watches a couple of executions helplessly before being called to the chopping block.  As the Imperial Executioner readies his halberd, a dragon attacks out of nowhere, and all hell breaks loose.  At this point, the player can now control the PC's actions.  Much of this quest involves survival and learning basic gameplay control, so there is little to engage one's moral agency, but the PC does have to make a choice early on that has some impact on the rest of the game.

As I ran from the dragon's attack on Helgen, I was assisted by two NPCs: Ralof, one of the Stormcloaks who was to be executed along with me, and Hadvar, the Nord Imperial who asked me my name earlier.  Ralof helped me escape the courtyard immediately after the dragon attacked, and after we got separated, Hadvar ran into me and told me to follow him to (relative) safety.  Hadvar and I then ran into Ralof and a couple of Stormcloaks, at which point the two adversarial NPCs argued briefly about which one of them I should follow to safety.

Hadvar has his priorities straight; Ralof does not.

This moment provides the first real choice (apart from character creation) in the game.  Both NPCs helped me, so I owe both of them my life, and at this point, it is unclear which side of the civil war is in the right.  The Empire uses draconian measures to keep the peace -- executing a horse thief and a trespasser along with actual rebel soldiers, but Ulfric Stormcloak outright murdered the High King and has thrown Skyrim into chaos.  For me, the choice came down to first impressions of each side's representative.  While Ralof did help me, he seemed to frame everything in terms of the rebellion; for example, he looked at the dragon attack primarily as our chance to escape Imperial execution.  Additionally, when Hadvar and I met up with him, his dialogue indicates that, even in this situation, he prioritized his cause over the situation at hand.  Hadvar, on the other hand, seemed to place the safety of others over everything, including his sworn duty to the Empire.  When I lost Ralof, I encountered Hadvar protecting a child from the dragon's rampage.  He then looked at me, a prisoner of the Empire and slated for execution, and told me to follow him to safety.  Furthermore, I recalled that his interactions with me before the execution were sympathetic, as though he were genuinely sorry for the predicament I was in (I later learned that his dialogue, while tailored for each race the player might choose, is always sympathetic; therefore, Hadvar is also racially tolerant, unlike most Stormcloaks).  Hadvar struck me as the more noble character, so I followed him.

Hadvar led me into Helgen Keep and allowed me to raid the armory for Imperial weapons, armor, and supplies -- again, placing my safety above the current political conflict.  When we encountered a group of Stormcloaks hiding in the keep, he offered them mercy in light of the immediate crisis, which they violently refused, so we fought with them and killed them.  As we continued along the escape route, he continued to "show me the ropes," and when we finally made it out of Helgen, he offered to put me up at his Uncle Alvor's house in Riverwood.  After this first adventure, I was definitely predisposed to favoring them Empire, if this is the kind of man they produce.

The reality, of course, is that most of these events would have unfolded in Ralof's company as well, since Unbound is a tutorial quest; Ralof would have helped me just as much, the Imperial soldiers would probably not have offered mercy (so that I could practice my combat skills), and I would have stayed with Ralof's relatives in Riverwood.  The difference is that these actions mean more coming from Hadvar; he could have faced serious consequences for helping me escape (although, to be fair, Hadvar's commanding officer, General Tulius, yelled, "Run, you idiot!" to me during my escape), whereas Ralof was already a dead man with nothing to lose by helping me.

The Hadvar/Ralof choice, however, was not the most morally interesting conflict.  During our escape from Helgen Keep, we ran through a torture chamber, occupied by the Imperial Torturer and his assistant.  The presence of these elements on the side I had chosen really disturbed me; to his credit, Hadvar seemed to dislike the torturer as well.  Still, Hadvar tried to get both the torturer and his assistant to follow us to safety, but the old man refused to believe that a dragon had attacked, prefering to remain with his "work."  After Hadvar and the assistant left the room, I was alone with the torturer.  I don't think the game designers intended this moment to be the first real moral conflict in the game because there are no quest markers or in-game messages about it, but I could not bear to let the torturer live, even if killing him would constitute murder.

Letting this guy live would have been a mistake.

I was barely halfway through the first quest, and I had become an NPC's judge, jury, and executioner -- just minutes after I had escaped my own execution.  Moreover, I was calculating enough to make sure that Hadvar and the assistant got far enough ahead of me that they wouldn't know what I had done.  I think I was less afraid of the actual consequences and more worried that Hadvar would be disappointed in me.  To make matters worse, I have to admit to being relieved when the assistant died in the next skirmish with the Stormcloaks; he was certainly less vile than the old man, but he had presumably participated in the same kinds of activities, so I was not sad to see him go down.

In completing the first quest, I had already displayed some fascinating and conflicting behavior.  I decided whom to follow based on issues of honor and mercy, but soon found myself assassinating an Imperial officer I had deemed too twisted to live.  After leaving Helgen and making my way to Riverwood, my moral profile would become even more complicated.