This will set in motion certain events that will lead you to siding with Edelgard when war eventually breaks out across Fodlan. Speaking to Edelgard while exploring the Monastery, she will ask that you accompany her to the capital of the Empire, Enbarr, for a secret.
If you choose to lead the Black Eagles, there will be a life-altering decision to make near the end of Part One, during Chapter 11: Throne of Knowledge. Though you are initially given the choice between the titular Three Houses in this Fire Emblem game, there is a fourth path that is not revealed unless you know where to look - and join a specific house.