Join the Stormcloak and escape.
From Create Your Own Story
You join the Stormcloak and recognize him as Ralof from the wooden cart you came in to Helgan on. The two of you run though the halls of the fort trying to find an escape route not completely destroyed by the dragon. Along the way you find the body of a dead Stormcloak Solider and with Ralof's permission you take the Stormcoak's armor in place of your prisoner rags.
Eventually the two of you make it out though a secret underground cave. As you exit the cave you are forced into the hiding again as the dragon attacking Helgan flies over head and disappears into the distance. Ralof steps out of your hiding place and says. "Thank the gods it's gone. We must hurry to Riverwood before the Imperials catch us. I have a sister there who will accommodate us." You nod and follow behind Rolaf as he jogs down the road.
You have a long walk ahead and you wonder what you should ask Rolaf to pass the time.
