Just for a new character RP? Have you RPed as an agent of the Beautiful before? That's something I never got around to that seemed like it would be fun. I'd also be tempted to RP (an interpretation of) a follower of Charon.

Bosmer.

Couldn't resist. I have better suggestions than that, I swear.

Funny you say that, I have just created a Bosmer - Allena Benoch.

Now those are two good ideas, especially the Charon one.

I think I see the Companions and the Main Quest in your future then - gotta love those katanas. Awesome choice for a character to.

Hey fellow role-players, has anybody suggestions on role-playing an All-Maker worshiping Nord? Are there any clues about their religion on Solstheim (books, caves, ruins,...) ? 

Following the path of Aevar Stone-Singer would be a good place to start, and doing all available quests from the Skaal Village as well. As  the All-Maker gifted the land to the Skaal, they only hunt what they need. The wolf and bear are also sacred, so avoiding killing them, or using Animal Allegiance to have a few furry friends would fit the bill.

So in short, be a Skaal.

Thank you for the detailed answer, that's what I needed. I'll read that book and adjust my role-playing accordingly.

I have an idea for an RP but I need advice for it.

Would it be practical for an Imperial to declare allegiance to the Daedra? If so, how would they go about it?

Anyone can decide to worship Daedra, that´s what individualism is all about. 

And what Daedra you have in mind?