Meet Delphine in Riverwood
As soon as you meet Delphine in her secret room in Riverwood, she explains her plan. Since she is convinced that the Thalmor know the background of the dragons' return, their embassy is the best place to search for relevant documents. She herself would attract too much attention and therefore cannot do it. The player, however, is unknown to the Thalmor and will not stand out immediately.
Elenwen, the Thalmor Ambassador, regularly hosts receptions where the wealthy and well-connected curry favor with the Thalmor. She wants to infiltrate the player there, and once inside the embassy, you are supposed to look around and search for Elenwen's secret files. Delphine's contact, a Wood Elf named Malborn, will be on-site to help. Delphine will take care of getting the invitation to the party, and once everything is settled with Malborn, she will be waiting at the stables.

Meet Malborn in Solitude
How to reach Solitude far in the northwest of the country is up to the player. One option would be to fast-travel to Ustengrav and continue fighting your way on foot from there. In Solitude, head to the Winking Skeever Inn, where Malborn is waiting at one of the back tables. Simply approach him and say that you were sent by a mutual friend.

Give Malborn the gear
There is a dress code at the party, and you would not be let in wearing adventurer's gear. Furthermore, weapons would immediately arouse suspicion, as you are supposed to behave as inconspicuously as possible. Therefore, you can give Malborn the most important items of your equipment, and he will smuggle them into the embassy. After you have been let in and blended with the crowd, you will later be able to find your things in a chest in the pantry. Malborn recommends giving him items you cannot do without later, basically everything you need "for moving quietly and killing quickly".

Meet Delphine at the stables
After parting with your favorite equipment with a heavy heart, things get even worse. First, Malborn takes the items, and you head (presumably half-naked) to Katla's Farm outside the city to receive the written invitation from Delphine. There, she reveals that you will only be let in if you are dressed appropriately - and hands the player fine clothes and boots, which you must put on. Everything else you have with you must be given to her. If you survive the mission, you will get everything back in Riverwood.

As soon as you look like a wealthy snob, you can play the role of a Thalmor sycophant. Delphine has also arranged for a carriage to bring you to the embassy in proper style.

Speak with Malborn
Upon arrival, you are approached by a not-so-sober Razelan (partly talking to himself, partly to the guard). He actually wanted to be there earlier so as not to miss any of the carousing and is also of the opinion that people drink too little nowadays. After showing the invitation to the Thalmor wizard guard, you are allowed through, though you still have to endure the scrutinizing gaze of a grim-looking bouncer-wizard.

Inside, you are immediately greeted by the hostess Elenwen, who introduces herself formally and asks with slight confusion who you are. You can give her an evasive answer and say something nice about her or her party. She thanks you politely but asks again, albeit very diplomatically. Just as things start to get a bit heated, she is thankfully distracted by the bartender. It is Malborn, who intervened at just the right moment. After she reprimands him for bothering her with trivial matters, she apologizes to the player and turns to the other guests. When you then discretely speak to Malborn, he says that he will open the door behind him, which leads into the interior of the embassy. However, he can only do this if the guards are distracted - you need to take care of that.

Distract other guests and escape the party
There are several ways to cause confusion and distract the guests and guards.

One Option

You can speak to Razelan, who is now sitting in the warm room and would like another drink. Go to Malborn or the other servant, Brelas, and order a beverage. Then, hand the mug of Colovian Brandy to the waiting Razelan, whereupon he asks if there is anything he can do in return. You ask him to cause a scene and draw everyone's attention for a few minutes. You don't have to tell him twice - he says stepping out of line is his specialty.

He then walks into the center of the room, loudly asks for attention, and raises his mug to the health of the hostess, Elenwen, who... (the rest is quite amusing). Everyone looks confused, embarrassed, and dismayed, and the guards position themselves beside him with drawn weapons.

Retrieve your gear / Search for information on the dragon return
You must seize the moment and let Malborn know, who will open the door you need to follow him through. The path then leads through the kitchen to the pantry, where the chest containing your own equipment is located. As soon as you have re-equipped yourself, you leave the room through another door, and Malborn locks it behind you. You are now on your own and should attempt to find Elenwen's office and search through her files without arousing suspicion.

You must traverse a few corridors and rooms to get outside into the courtyard. After that, you must infiltrate Elenwen's Solar. Guards are patrolling everywhere, some of whom are wizards. It is possible to sneak past all of them by closing doors, hiding behind pillars and room dividers, and waiting until the coast is clear. You can also engage in open combat. Whichever way you choose - it won't be easy. There is also a guard in the Solar, along with other individuals talking in the adjacent room.

Where are the documents?

You must cross the large room to enter Elenwen's office. There, you will find a document regarding the current status of the dragon investigation, which mentions a prisoner, a dossier on Delphine, one on Ulfric Stormcloak, and a key to the interrogation chamber.
In the dungeon, there is a chest containing another dossier on someone named Esbern. It is advantageous to take it before freeing the prisoner.

In the adjacent room, you meet the Thalmor high spy Rulindil. You can kill him or try to pickpocket his key. Then you head down the stairs into the dungeon. There are guards here as well, and if Rulindil is still alive, he will also come down to question the prisoner. To proceed in peace, it is best to "clear" the room. Before attending to the prisoner, you should now read all the reports you have found.

Escape the Thalmor Embassy
Now you should turn your attention to the prisoner, Etienne Rarnis. You can tell him that you are freeing him, and he will answer a few questions. He admits that under torture, he revealed Esbern's name and his whereabouts. Now the Thalmor are looking for him because he might know the reason behind the dragons' return. While you are freeing Etienne, the unmasked Malborn is led in by soldiers. You should eliminate the soldiers and search them for the trapdoor key. Then, head through the trapdoor into the Reeking Cave below. But beware! An ice troll lives here, feeding on the falling corpses. Once you have left the small cave (with or without companions), all that remains is to return to Riverwood.

Speak with Delphine / Retrieve your gear
Back in the secret room of the "Sleeping Giant Inn," you can retrieve all your equipment from the chest against the left wall - the items you handed over to Delphine in Solitude. When she asks if you found or learned anything interesting, tell her that the Thalmor have nothing to do with the dragons' return and are searching for answers themselves. They are trying to find someone named Esbern. Delphine replies that she knows "that crazy old man" but wonders why the Thalmor didn't catch him years ago. Before the Great War, he was one of the Blades' archivists and knew everything about the old dragon lore. The next step, therefore, must be to find Esbern before the Thalmor do. Since they suspect Esbern is in Riften, you should speak with a certain Brynjolf there, who will surely be able to help. Delphine then adds that Esbern is very suspicious, so you should simply ask him where he was on the 30th of Frostfall. He will know what it means. You can continue to talk to Delphine about other topics from the past, but the quest ends here. At the same time, the next one is activated.

Known Bugs

• If you travel to the embassy with a follower, they will be separated from the player because they do not have an invitation. In their attempts to reach the player, it can happen that the follower is lost forever. It is best to dismiss them beforehand.

Tips & Notes

• Even though Malborn only speaks of essential items - you can easily give him your entire equipment. You will find everything in the chest later. However, there can be issues with Dragon Priest masks.
• Only important and welcome personalities attend the party, such as the Jarls of Whiterun, Morthal, Markarth, Solitude, and Falkreath, as well as General Tullius, Orthus Endario, Proventus Avenicci, Erikur, Ondolemar, Vittoria Vici, Maven Black-Briar, and a few others. However, depending on their health status or commitments (parallel quests), not all of them will be present.
• As long as you play the invited guest, you cannot equip weapons or enter sneak mode. The wait function is also disabled. Once you enter the inner embassy rooms, these functions are re-enabled.
• Alternative Distraction Options

  If you are already acquainted with one of the guests from previous encounters, you can ask them for the favor of a distraction. Poor Razelan will have to take the blame again, but the goal is achieved. You can also learn from Erikur that he would like to meet Brelas. If you speak to her and deliver the answer to Erikur, he will cause a scene with her in front of all the guests. This distraction is also sufficient.
• To make it easier during the stealthy search of the embassy rooms, you can put on a (smuggled) Thalmor Robe or a full set of light Elven Armor (the Thalmor clothes from one of the side rooms are not sufficient for this). The guards will now only be alerted if they see your face from up close. The player's race plays a role here: beast races are recognized immediately, while High Elves are barely noticed.
• While exploring the embassy, you won't find major treasures, but plenty of potions, Thalmor armor and weapons, books, gems, ingredients, and gold coins. There is also an unusual gem in a room on the upper floor of the Solar (be sure to take it now for a Thieves Guild side quest).
  With Patch 1.3, this gem was moved to the Reeking Cave.
• If you achieved the distraction in the banquet hall with Brelas' help, she will join the escape through the Reeking Cave. If you also freed Etienne, it could become an escape of four. In their panic, Brelas and Etienne can easily run into the arms of the ice troll. To avoid this risk, you can enter the Reeking Cave through the unmarked exit and clear it before meeting Delphine at Katla's Farm.
• Remember to read all 4 documents you found before turning your attention to Etienne Rarnis. In the hectic rush of the dungeon, it is easy to forget, but some triggers seem to depend on reading them.
• If Etienne Rarnis dies before you have spoken to him, the quest cannot be completed.
• A Illusion skill book lies near the skeletal remains in the Reeking Cave.
• Malborn can die in the dungeon during the fight with the guards. Should he survive everything and leave the Reeking Cave, you will be able to get a quest from him in Windhelm at some later point.
• The gear you gave to Delphine can be found in the large chest in Riverwood – even if you deposited other items there beforehand. They will all be there.