What if rather than starting in jail, you start as a captive to an elite squad of bandits. You are stuck inside of a wooden cage. In order to escape you must steal lockpicks from the one of the bandits desks, that just so happens to be in your reach, and pick the lock. After you must sneak past the guards, that will return you to your cell if your caught. But once you reach the exit, you find that the Bandit Leader is waiting for you. After a quick discussion, he determines that you are worthy to become am par of their elite group. From there you are granted free access to the cave and the services of the other bandits. After, there may be a small quest-line to advance in rank and become the Leader.

Any thoughts on this are welcome, and anyone that wants to is welcome to use this idea.

Have you played the game once?

This can work if you add some way of merging with the main quest.