It's extremely easy to form one's own story from such a start.
Why were you in prison? Were you framed? Were you accosted by a corrupt official? Is there a noble who wants you silenced? Or indeed, are you actually a criminal?
The choice really is yours.
In-game username: Un1korn | Happy member of the PCNA UESP guild (Resident Daggerfall Covenant enjoyer) | Main & basically only character: Crucian Vulpin, Imperial Dragonknight of the Daggerfall Covenant, and Undaunted Bulwark (I tank) | Mountain bike enjoyer and vulpine appreciator | If you know me from PCEU: No | To ZOS: THANK YOU FOR LETTING ME BRING MY HORSE INTO BATTLE!
"I woke up in a dungeon cell, with no memory of how I'd ended up there. Indeed, I could barely remember my name. I guess a life of crime will do that to you. My mother probably warned me that this would happen to me if I didn't behave myself, but to be honest I can't even remember my mother, just some hazy recollection of pancakes. I remember my father, though, or more precisely his fist knocking me upside the head at least thrice a day-- or was it thrice an hour?"