Damn you Stormcloaks! Skyrim was fine until you came along. Empire was nice and lazy. If they hadn't been looking for you I could've stolen that horse and be halfway to Hammerfell. You there, you and me, we shouldn't be here. It's these Stormcloaks the Empire wants.
If this was the actual line in the show it would convey more story then an entire season. It has a firm but easy introduction ("hey you"), background (character was asleep for a while), and buildup for more conflict ("you were trying to cross the border right?"). Straight to the point. No "campfire story time" style exposition dumps, no filler bits, no mismanaged lore, and no trying to be something it isn't.