Soul Shriven in Coldharbour

Note:
In other sources, the quest name is "Escape Coldharbour" or "Escape from Coldharbour", perhaps someone can verify the one or the other. This also should be the first quest of the main quest line of the game. Typically for TES, the player's story starts in a prison cell, from which the further story unfolds. After the player has spoken with the prophet and the cell is unlocked, a small tutorial will lead him through the prison complex, equipping the player with the first weapon and giving him the first hostile encounters. From there, he'll get assistance from Lyris Titanborn, who'll give further advice.

Characters linked with this quest part:

 * The Prophet
 * Lyris Titanborn
 * Sir Cadwell