Burn to death like many others in Helgen...
If I escaped though, my newfound Dovahphobia would lead me to find the biggest, most fortified city in the land. From there I would learn to defend myself, keep a dagger with me at all times.
Then I'd discover magic, specifically Necromancy. After learning a few spells I would brave myself to leave the city. I would try to reach the ritual stone, but get chased off by wolves. The guards would save my ass, and they would let me keep the wolfs corpse as a friendly gesture. My career in Necromancy would then begin...