In the list of names Codsworth could say, among names like "Assface" and "Cock" I found "White" and thought: "Hey, if I'm gonna go the bad guy route I might as well play as Walter White!"

Note: the save file starts off in Concord's Museum of Freedom right after killing the bandits inside. Why? Didn't think about uploading it until then. :p Also, you start with Walt's early Ned Flandersesque haircut and stache. While his goatee look is more iconic, I felt it'd be more fitting getting that later on as he descends into darkness. Just get a haircut over in Diamond City. Oh, and also, if it matters, Intelligence is his top in S.P.E.C.I.A.L.

Save folder location: My Documents > My Games > Fallout4 > Saves.