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The Elder Scrolls V: Skyrim Walkthrough Delphine and the Thalmor Embassy

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An armored dragon will raise another from the dead to attack you. Your companion will charge to their inevitable death, and if you're a low level, you should hide behind a rock and wait for Delphine to engage (she'll literally rip the poor thing apart.)

Once Delphine does all the work, just step in and left click. Everybody will just forget about Delphine, the Dragonborn killed the dragon!

Delphine will then tell you everything you'll ever want to know about anything then give you an invitation for some espionage.

Ignore her quest for now and return to Hrothgar (fast travel!). Talk to Arngeir and he'll thank you for the horn and teach you the rest of Unrelenting Force.

He'll also yell at you a lot. Just sit there and wait for them to shut up. Now, your Unrelenting Force will be supercharged and basically anything that gets hit by it will be literally blasted away and take extreme fall damage. Afterwards, headback to Delphine.

Delphine will then lead you back to her dungeon and point you to Solitude where you'll have further instructions.

Upon entering Solitude there'll be a neat event about someone getting their head chopped off.

Your informant will be in the Winking Skeever Inn.

Once you find Malborn, he'll tell you to give him some items that he can sneak into the party. Technically you can sneak in basically everything but you should definitely take your weapon and some potions.

After Malborn runs off, head to the Farm just outside Solitude and meet with Delphine who'll give you some clothes to wear and tell you to get into the carriage.

You'll have to abandon Lydia, and all your armor, then get in the carriage to head to the embassy.

Once in the Embassy, turn to Razelan on the bench and give him some booze and ask him to make a scene, then talk to Malborn who'll lead you into the back.

Malborn will show you where all your smuggled items are and give you a good-luck.

If you're a wood-elf, you can find some Thalmor armor and simply WALK without hindrance to Elenwen's place, or if you can sneak you can do this easier, however I made a fat lazy orc who gets detected as soon as an elf smells him.

It's honestly better to fight your way out if you're a low level as the Thalmor are nothing but hot butter to levels 10 and below. Just remember to equip their armor after you murder some.

Keep moving till you head outside to some more Thalmor which you should kill, then head to Elenwen's Solar, look for the chest filled with books, then head to the interrogation dungeon where the quest tracker leads you. Take the Esbern book in there, then free the prisoner and return to Delphine.