Should you find yourself in Riften as you travel around the land of Skyrim, you are virtually certain to run across an adventurer living there by the name of Mjoll the Lioness. She is wandering around the city in the company of a friend of hers by the name of Aerin. As you first encounter her, she is having a conversation with Aerin, who appears to be concerned that Mjoll might leave Riften. He feels that the city is safer with her in it, and while he knows she has no current plans to leave Riften, he also knows that she is a former adventurer, used to life on the road, selling her sword and delving into dungeons.
When you speak to her, Mjoll notes that you are also a stranger to Riften. If you ask her about it, she will explain that she is a traveler who started adventuring as soon as she could really fight with a sword. Her travels have taken her across the entirety of Tamriel, and she has seen and done much in pursuit of her fortune. A few years ago, though, she lost her favored sword in the ruins of Mzinchaleft. The loss of this blade, named Grimsever, she took to be a sign that her adventuring days were over- so she settled in Skyrim. While she does enjoy adventure, striving, and reward, she has decided that Riften’s darker side is her beast to slay, and the reward she seeks is not treasure or money, but instead the trust and good will of the better citizens of the hold.
Aerin, apparently, is the man who saved Mjoll after her disastrous adventure into Mzinchaleft, having found her unconscious outside of the Dwemer ruin. When he nursed her back to health in his home in Riften and told her of the troubles facing the city, she decided to take this as an indication that she would be needed here. She has since remained in Riften.
Provided you’ve had a favorable discussion with the woman, you will gain a quest in your journal, which indicates to travel to Mzinchaleft and recover Mjoll’s sword, Grimsever. Grimsever is at the end of the dungeon, so prepare for a long excursion. Interestingly, Mzinchaleft is far off in Hjaalmarch, closer to Dawnstar than to Morthal and along the road between the two hold capitals. This begs the question of how and why Aerin both was in the area and brought Mjoll all the way back to Riften before she regained consciousness.
Irrespective of this, you know now where the sword and the dungeon are, and can go and retrieve it (and considerable loot besides). Being a Dwemer ruin, Mzinchaleft is dangerous, full of remaining automata and the blind, vicious Falmer. This means that you virtually have to bring along a Follower, as the fights will be viciously difficult.