Why? If you haven't noticed every TES protagonist starts out as a prisoner. Doesn't being in the prison imply that they aren't such goody two-shoes to begin with?
Besides, Bethesda does not write your story, you do! They only write the main quest and possibly DLC parts and add it to the canon lore but your motivations for doing it could be anything. You can play as an evil murdering jerk who puts poisons in peoples pockets for laughs.. or even just be a normal person and get caught in all of it.