There’s a slew of mods you can install to really change stuff, but I think the best starting point would be an alternate start mod. There’s two approaches to these, a short questionnaire that is part of character creation which gives your character a bit of background and spawns you in a corresponding location. To start the main quest you simply visit Helgan at any time.

The other approach is basically just random starting locations. This is often used for higher difficulty mods packs aimed for a rouge like experience.