When you enter your login name, if you hit "Tab" rather than going to the Password line, you exit the menu. (It also has the most annoying sign-in menu I've ever seen.
This replaces Steam Workshop, and requires a account. The mod is available on Nexus mods or through the in-game mod installer that uses. (It's not entirely new, of course, but you'll end up jumping into the game at a very different point, which is cool.) You can skip that long boring intro, get started with character creation right away and be on your merry way, seeing Skyrim from a new vantage. It's called "Alternate Start - Live Another Life" and it let's you start the game in a totally different scenario and setting.
Well, if you're about to jump back into Skyrim now that the Special Edition remaster is out, here's the mod you need.