Also, let's decide on our armor style. Medium armor offers a great balance of protection and weight, yet in the game the best sets for it were cut due to time, and so was the trainer. But in this world it might be different and equally as viable as the other kinds of armor. I'd throw my vote in with Medium, but I'm not sure yet.
Holy crap, I knew I should have voted against the orc thing... Damn you, curiosity and sense of humor!
That whole "learning how to approach and arrest criminals" sounds like it might involve some useful skills, possibly speechcraft (intimidation) or sneak. And learning the ins-and-outs of documents here sounds like it could be useful in many situations. But other than that, this upcoming week sounds like nothing for us.
Let's also ask exhaustively first before acting. Wouldn't want to miss another opportunity like talking to the general.
As for how to get out of here:
-See if we can get our first assignment at Moonmoth or Balmora, and if we do, talk to Caius. This stands a good chance of getting us somewhere, if we can just get to Balmora.
-Upon learning about police stuff, tell Strillian we find it very interesting and ask if there's a way we can get more involved with that kind of thing. We want to keep this avenue open, should we wind up unable to escape for some reason.
-AWOL/Derilection of duty should be a last resort only. We don't have the resources to survive as an outlaw, at least not yet.
We should try to avoid doing anything which might result in a PC getting a quest to kill us. Betraying a huge faction, like the Legion, sounds like a good way to make that happen, and if there really is someone with all the gamey powers after us, we'd be hard pressed to come out on top. We might have to face someone truly undefeatable, since they could load if we ever did kill them, and they'd be sure to save after killing us.