copied and pasted from my post in the Gamefaqs forum version of this thread, and updated here now that I've actually played the game:
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Born on a certain day to uncertain parents, Siona Nerevar is a Breton sorceress who was originally an orphaned street urchin/pickpocket in the Imperial City. She was thrown in the Imperial Prison for getting caught at 14, and was released from prison three years later and taken... to Morrowind.
Upon arrival, she was sent to Caius Cosades, and beat the Morrowind main quest, becoming Dark Elf Jesus AKA the Nerevarine. Paying attention to Caius' instructions to have a cover identity, Siona rose through the ranks of the Mages' guild and the Morag Tong, eventually becoming Arch-Mage and Grand Master, respectively (both achieved before she became Nerevarine). Eventually, Ranis Athrys, Guild Guide of the Balmora Mages Guild, heads a conspiracy to get rid of Siona and replace her as head of the Morrowind Mage's Guild. Obviously, people are going to notice that the Nerevarine is missing, so Ranis claims Siona is on a journey to Akavir to avoid suspicion. In reality, she is under armored guard in a coma and wakes up back in the Imperial City Prison. Again. She tries to break out, but quickly discovers that the potion that put her to sleep also reduced her to level one.
Not long after, Siona leaves jail when Emperor Uriel Septim and his Blade escort try to escape the city through a secret passage found in her cell. She witnesses the Emperor's assassination, and sets off to beat the Oblivion main quest. When she succeeds and is named Champion of Cyrodiil, she joins the mage's guild and the fighter's guild and quickly rises to the top of both, although she continues to explore the countryside and do quests in her spare time. After an undetermined amount of time spent this way, she goes through a strange door in the Nibenay basin and is never seen again, although rumors soon start spreading among Daedric cultists that Jyggalag, Daedric Prince of Order has returned, and there may be a new Prince of Madness.
Two hundred years after the Oblivion Crisis heralds the beginning of the Fourth Era, Siona Nerevar is seen once more, slaying dragons in the frozen land of SKYRIM. Gazing down from her lofty immortal throne in the Shivering Isles as the Madgod, she notices the plight of the human Empire of Tamriel and its humiliating defeat at the hands of the Aldmeri Dominion. The portion of her mind that remembers her time spent as Nerevarine and Champion of Cyrodiil (who, don't forget, were both members of the Blades) is deeply angered at the banning of Talos worship. She decides to send a portion of her now-divine self to Tamriel as a level one semi-mortal avatar, who lands near the Skyrim border. After bumping into the wrong side of an Imperial raid on some Stormcloak rebels, including the would-be High King himself, she is saved by a curiously-timed dragon attack.
After escape, she hears more about what Ulfric Stormcloak stands for, and decides to meet him. He quickly proves himself to be a racist n'wah and a selfish fetcher, and Siona Nerevar joins the Imperial Legion to serve the Empire for the third time in over two centuries.
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tl:dr, I recreated my morrowind character for Oblivion, and have now recreated her again for Skyrim.