Pollyen's page

I'm normally at the UK Games Expo running a couple of PFS games (sadly I have other commitment this year).

You'll be fine joining a game as a newbie, the GMs that come to the expo are all new player friendly and will guide you through the whole playing experience.

In terms of pre-gens, most of the GMs should bring a batch of printed characters to offer new players who are just looking to try out the game for the first time. It's our responsibility as GMs to represent the Society Organised Play to the best of our ability so we generally have to be prepared for most circumstances.

Personally I'd avoid a GMPC wherever possible, it is very easy to unintentionally steal the spotlight from other players when you become a part of the party.

As for making the the story about the players, I'd agree with some of the above comments that the Thu'um isn't really all that important for the majority of the story.

You could easily give each of the players the ability to learn Thu'ums and absorb dragon souls... but maybe to prevent them just wrecking combat by constantly using them, I'd give them a requirement of something like spending points (earned when slaying a dragon) so that they use them a bit more sparingly.

Alternatively, giving each player some kind of specialisation against a type of dragon might be another way to make them special but not too overpowered for a campaign. As the plot of Skyrim is more about the threat of Alduin destroying the world than anything else, the players don't have to be Dragonborn to shape the plot.
Thinking about it, perhaps they could be a band of adventurers (agents of the Thalmer, ex-Blades, Companions or something else) who are competing with the Dragonborn to claim the glory of vanquishing the great threat. You could then make them occasionally run into a Dragonborn NPC and possibly even have a couple of scraps with him/her. I can't speak for everyone, but I love a good rivalry when I'm playing.