This is a super cool idea! Dragon Age: Origins nailed it perfectly.
It gave us a "chapter 0" revolving around the chosen origin of our character (for the human they were, noble or mage, for the dwarf, noble or karta, for the elves dalish or city elf) and then we will find hint to our background all over the game.

I think something like that would be amazing for the game. A chapter 0 introducing us to the game, its mechanics and a quest revolving around our race/class/chosen background, ending with the abduction aboard the nautiloid.