 The Greybeards task the player with retrieving the legendary Horn of Jurgen <unk> in the marshes of <unk> as a final test . However , the player discovers the Horn has been stolen , and the culprit wishes to meet with the Dragonborn . The thief reveals herself as Delphine , Riverwood 's innkeeper . Delphine admits that she set up the player in retrieving the Dragonstone . Delphine wants the Dragonborn to prove their power before explaining her actions , and they head to the village of <unk> , where a dragon burial mound is supposedly located . Once there , the player and Delphine witness Alduin reviving a dragon from the burial mound and defeat the dragon . Delphine later reveals that she is one of the last surviving members of the Blades — an order of bodyguards sworn to protect Dragonborn Imperial Emperors , and before that , they were sworn to kill dragons . She explains that the Blades have been out of purpose for centuries with no Dragonborn Emperor , and now with the player character being the next Dragonborn , the organization has finally regained its purpose . Afterwards , Malborn , who Delphine tells the player to meet at Solitude to help you , helps the player infiltrate the Thalmor Embassy near the city of Solitude , the headquarters of the <unk> Dominion in Skyrim , to follow up on her suspicions about the Thalmor 's possible involvement with the dragon threat . While there , the player discover the Thalmor are searching for a man named Esbern , an archivist of the Blades Order , then the Thalmor tell the player to surrender or they will kill Malborn , but Malborn attacks the soldiers and the player has the opportunity to save Malborn though it is not necessary . After escaping the Thalmor Embassy , Delphine then instructs the player to locate Esbern , known to be hiding in the sewers and <unk> of the city of <unk> . 
