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Do people who order the Imperial Edition gain a big gameplay advantage over those who don’t?
No. With the Imperial Edition you get the opportunity to play as a rogue Imperial who has broken from their Daedra worshipping ways, and you get a unique racial skill line of equal gameplay impact to other races’ unique racial skill lines. As an Imperial you also get a mount and the automatic ability to craft items into the Imperial style. All non-Imperial races can also learn this ability after locating the corresponding racial motif.
Imperials do not begin the game in a unique starting location or via a separate quest, but they can start in any alliance as befits their status as un-aligned outcasts of their own Province. Being an Imperial includes a racial skill line that offers unique gameplay opportunities, but there is not an overall gameplay advantage. It is an opportunity to set yourself visually apart in the lands of Tamriel.
Gameplay benefits within this edition have been designed to avoid bestowing unfair advantages over players who do not purchase this special edition. This is cool content designed for some of our biggest fans who wish to have something different from other collector’s editions in the market. The only other alternative would have been to offer a collector’s edition that offers no in-game items whatsoever. That simply didn’t seem fair to fans who are excited about the game and want some special digital items.
Does the Imperial Horse have better stats than other horses in the game?
No. The Imperial Horse that allows you to "travel with speed through Tamriel" travels at the same speed as other horses found within the game. Its stats are identical to the stats of other horses in the game, too.