Meet Delphine in Riverwood at the Sleeping Giant Inn. Meet Malborn in Solitude at The Winking Skeever. After meeting up with Delphine again, you make your way into the Thalmor Embassy.
Part 2 of the Diplomatic Immunity quest.
Tip: A power attack against an opponent who is blocking will break through the block, without staggering the attacker.
Part 2 of the A Cornered Rat quest.
Part 2 of the Alduins Wall quest.