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The Elder Scrolls V: Skyrim Walkthrough Sovngarde
The Elder Scrolls V: Skyrim Sovngarde
Head forward into the mist, spamming Clear Skies to see, eventually you'll run into Alduin who'll fly off and reveal a Stormcloak Soldier that'll tell you where to go.
If you didn't get the hint, that gigantic fortress is where you need to go.
At the entrance to where you need to be at, you'll be stopped by Hard-nipples the Tall who'll pick a fight with you. He can easily three-shot most characters, so don't think you can walk away from this without nearly dying. Also, don't try to book it across the bridge before you win, just don't.