I was looting a chest outside of the Arena, there are two NPC's there training to be combatants. I find some really cool wristbands and when I close the chest this guard strolles up to me and says something like "I think you are in some trouble, but since you are my friend I will take care of your fine" and then walks away.

I thought that was kinda cool, and later on while doing the Unfriendly Competition, when I left Agarmir's house which I of course lockpicked my way in to, there were like 6-7 guards outside coming up to me one by one saying stuff like "Any problems?", the last one is this dude from outside the arena, and he says something like "You know, if you ever have any trouble, come see me."

Now this starts to happen as soon as I do something "illegal", some guard shows up and takes care of my fine.

Übersweet...!

What in the heck did you do to get them to act like that? Am I missing something? Did you pick a certain profession for this to happen, or set certain stats a certain way? I've had nothing but trouble from guards. Of course, the first thing I did in the game after killing some vagrants was to steal an Imperial's horse and get caught and pay the fine, so maybe bad karma is just going to follow me all through the game!

Haven't got a clue. Maybe because I have Imperial Dragons armor? No, come to think of it, I have an Ebony Cuirass...

I'll try to backtrack in my journal, see if I can find something.

Wow, thats sooo cool. Yeah i dont even get that and i beat the main quest and the arena and have like 92 fame.

I had that too it was really cool. Just for fun i hit a guard and then he said: look like you have run into some trouble. dont worry i will take care of the fine. That was really awsome

Perhaps you have a very high personality rating. I've heard that even bandits will leave you alone if you do. What dispositions do you see when you talk to the guards?

Me on the other hand have started noticing that the Imperial guards are really starting to dislike me, probably since I've done a lot of Dark Brotherhood missions lately? Disposition is about 30%. Getting comments like 'get out of my site!' when I pass them...

Disposition is usually maxed...haven't had to bribe/persuade anyone for a looooong time now. Might be why...

I'm saving the DB quests, I want to enjoy my fame until I finished just about everything.

EDIT: Come to think of it, I have pretty high Luck as well. Possibly because of the Spell of Akatosh. It fortifies Luck and something else, can't remember now, with like a gazillion points...

When I joined the DB, I had a guard approach me just to have a go. He started out with "You might fool all the others, but I know your type...you're a murderer, arn't you? A filthy, cold blooded killer!"

Which is when I demonstrated to him that, when wearing the cowl of nocturnal, I can kill anyone and get away with it.

Wow,thats cool.
Are your personalyti hig?
That may exsplayn way the guards were so kind to you

Yeah, if you have a high disposition with some guards (supposedly ones with lower than 100 responsibility) they will act as reported here... Really really handy!

There must be other factors...

I've hadf it happen to my Dunmer. ...

....his personality is a dismal 30.

There has to be other factors. Fame, quests, guild ranks, etc....