I bought the Imp edition from Amazon and I can't play as an Imperial either. Also can't choose the faction I want and I don't have any of the items. Guess I have to wait for the box to get the Imperial Key code.
I don't believe you can create an imperial with the early access code. You have to wait until the actual imperial edition is active on your account. In my case, that will be Friday when my boxed copy gets here from Amazon.