I shiver and pull my cold weather clothes tighter around my body as a gust of chilled wind comes up the face of the mountain. Though I keep my gaze out to across Skyrim, where I have lived for the last five years traveling with the Dragonborn to help save the world from Aluden and the Civil War. With a sigh I think back to how I ended up in this dangerous place to begin with.

Alduin

Then I realize the screen has frozen on me, before I then notice that the screen seems to simmer like a surface of still water before a hand reaches out from the bottom like the person is climbing in through the window.

This is a bit of a run-on sentence and needs some restructuring.

Consider:
I realize the screen has frozen on me. The screen seems to simmer like a surface of still water, before a hand reaches out from the bottom as if a person is climbing in through a window.

Run-on and disorganised sentences are a bit of a continuing problem here. I won't quote and suggest fixes for everything (as I'd be posting much of the chapter) but I would really suggest getting a beta reader to help.

Next thing I knew I was running and screaming for my life as Helgan is razed to the ground by Aludien with a female Khajit helping keep me safe along the way with Hadvar as we made our way through the caves below Helgan fighting off Stormcloaks and, fucking spiders! I really hate spiders! Anyway as well as having to sneak past the sleeping bear which by the way is much harder than it is in the game.

Alduin

After my little flare in temper at this out come I begin to try and figure out how to move in my new body. Though I was not going to try anything with my wings for now. Strange I may be but stupid I am not. So after nearly two hours of me learning how to walk on for limbs and keep my wings from dragging in the dirt I moved to check on my pack to see if any of my supplies hadn't made it.

Four

Meanwhile, Twilight POV

Ok, so this mostly a personal thing, so use or ignore as you wish, but having two or more first person views, particularly when switching mid-chapter, can get confusing fast. Both for reader and writer.
I would suggest keeping the MC in first person and when switching to another character keep them in third person.

Just a suggestion, but it makes things a touch easier to read.

I see my cutie mark floating above the Everfree forest a section deep inside its boundaries, making me groan out "Great its a mission for Spike and I, and its deep in the Everfree. Of course, it is why not?" I ask the world, as I hear the padding of Spikes feet entering the room from the way to the front entrance.

Remove the unnecessary 'it is'.

Ok, so, thoughts. Your first chapter does the job of painting a picture of what to expect but it lacks a hook. There is very little here to grab a reader, mostly due to it being so short.

This is a first chapter, not a prologue. A prologue is a very short intro that explains nothing and is entirely a hook to capture the reader.

A better prologue would have started with Twilight's pov and ended with her witnessing the MC falling from the heavens into the Everfree.

Then the first chapter would show the MC saying good bye to the Dragonborn (entirely skipping the flashback) and their entrance to Equestria. That would be the opening to the chapter.

You have good ideas, but you are still clearly stumbling through the new writer traps. I suggest getting a beta reader to help write this.

Cool to see this get a rewrite!

Well this ain't a reboot, this heres a whole rewrite. I am happy that you decided to pick up the pen again and I wish you luck in your endeavors