Prerequisites: Escaped Helgen. Quest Giver: Ralof's sister Gerdur or Hadvar's uncle Alvor. Region: Riverwood, Whiterun. Reward: Gifts from the companion's family, armor from the Jarl (leveled), e.g., Leather Armor (if Light Armor is your dominant skill).
Summary: Fend off wolves on the way to Riverwood. Visit the companion's family in Riverwood and tell them about the events in Helgen. You will be sent to Jarl Balgruuf in Whiterun to request assistance for Riverwood. In Whiterun, pass through the closed city gate and inform Jarl Balgruuf in Dragonsreach about Helgen, while presenting the request from Riverwood.
Quest Description
The quest begins immediately upon exiting the cavern passages north of Helgen. Depending on which companion you chose, you will head to the nearby town of Riverwood to visit the corresponding family: in Hadvar's case, it is his uncle Alvor; with Ralof, you will head to his sister Gerdur.
On the way to Riverwood, you can learn quite a bit from your companion about the land and the current political situation.
Talk to Gerdur / Talk to Alvor
Along the winding forest path, you can ask your companion a few questions, which will be answered according to their respective point of view. This way, you learn more about the situation in the country, the family in Riverwood, and theories regarding the dragon. You are also encouraged to officially join their respective faction, which is added to your journal as an optional objective:
"Join the Imperial Legion: Castle Dour in the city of Solitude. Talk to Legate Rikke there."
or
"Join the Stormcloak Rebellion: Palace of the Kings in Windhelm. Talk to Jarl Ulfric Stormcloak there."
During the conversation, Bleak Falls Barrow, visible from afar, is also brought up - Hadvar used to have nightmares about the sight as a young boy, while Ralof wonders how his sister can live in its shadow. The companion also notes that the Guardian Stones (The Thief Stone, The Mage Stone, The Warrior Stone) by the roadside are three of the thirteen ancient standing stones scattered across the land. He encourages the player to examine them closely and comments on the choice made:
"-A thief, huh? Never too late to turn your life around, you know?"
"-A mage, huh? Well, to each his own. I'm not one to judge."
"-A warrior, good! I knew you weren't with those rebels the moment I laid eyes on you."
In Riverwood, you head to the companion's family. Ralof's sister Gerdur can be found near her mill, while Hadvar's uncle Alvor is usually inside his house.
In both cases, they express fears that Riverwood would be completely defenseless in the event of a dragon attack. You are urgently requested to travel to Whiterun and seek assistance from Jarl Balgruuf. You are to report the dragon attack in Helgen to the Jarl and ask him to send any available soldiers to Riverwood. You are allowed to choose a few items as a gift before being sent on your way.
Whiterun is the capital of the hold of the same name.
Talk to the Jarl of Whiterun
To get to Whiterun, take the path through the town and then turn left across the bridge to the other side of the White River. You can turn east and go around the mountain. If you take the path northward over the mountain, you will pass a bandit tower and should watch out for wild animals. It would also be advisable to steer clear of the giant camp - Secunda's Kiss. The capital of the Whiterun Hold is a major city and cannot be entered just like that. However, if you explain the urgency of your visit to the guard at the city gate, you will be allowed to pass. The seat of the Jarl - Dragonsreach - is located at the very north of the city. The structure was once built by Olaf One-Eye as a prison for a dragon. There, you are initially stopped by Irileth with a drawn weapon, but then you are permitted to see Jarl Balgruuf.
After presenting the request from Riverwood, you are rewarded, and the task is complete. The next quest begins automatically.
Tips & Notes
You can receive a blessing at the Guardian Stones right away. Simply activate one of the three: The Warrior, The Mage, or The Thief.
You do not have to travel to Riverwood together with your companion. If you move away from him, he will continue walking on his own.
Before heading to Riverwood, you can also explore the surrounding area. Nearby, you can find a bandit camp (treasure map, enchanted mage robes), Embershard Mine (torches, a chance for enchanted weapons), poachers by the water, traveling bards, and more.
You can also find a (forbidden) Shrine of Talos nearby, complete with a blessing, dead worshippers, and a slain Thalmor agent.
Choosing Hadvar offers a slight advantage, as you can always help yourself to the raw materials at Alvor's forge without it being considered stealing.
If you can do without the (cheap) gifts, you do not actually have to speak with the companion's family or even visit Riverwood. The quest can also be successfully completed if you travel straight to the Jarl in Whiterun.
In Riverwood, you will quickly learn that Sven and Faendal both fancy the same woman - Camilla, sister of Lucan Valerius, the owner of the Riverwood Trader. If you agree to deliver a letter for either of them, you can win Faendal as a companion (though this also comes with a more dangerous life).
At the Riverwood Trader, you can sell your loot and purchase basic equipment. Lucan also offers a few basic spell tomes.
Speaking to Lucan about the recent break-in at his shop allows you to start a side quest involving The Golden Claw.
In Whiterun, you can listen to the Talos preacher Heimskr and learn quite a bit about the ban on Talos worship.