At character select, did you pick your alliance first, then pick Imperial? I think I remember it switching the alliance to AD when I did that, so I had to go back and re-select EP before continuing character creation. AD may be the default alliance for Imperials.
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I had no real preference, so I didn't select anything except Imperial, and it threw me in Ebonheart. Maybe since they can be in any of the three, it's randomized somehow?
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When you open the character create screen, it randomizes to a race and that races faction. So if it started on Altmer/Bosmer/Khajiit and you selected Imperial without selecting faction, you would have been left in AD.