At some point after you kill the dragon at Whiterun’s tower outpost, you will run into a bit of a scene on entering Whiterun. A couple of men in turbans and heavy sack-cloth garb will be having a conversation with one of the Hold’s guards at the gate. They are being thrown out of the city for some unnamed incident, and are not welcome back for any reason. You can choose to stick around or not, but next time you pass by, they are still there by the gate- and they make a request of you.
These men are Alik’r Coterie warriors, and they are here to find a woman who they can only identify to you as being Redguard. They offer you money in an unknown sum for revealing her to them- not bringing her to them, not dealing with her yourself- just letting them know who and where she is. You can ask for more information- the amount of money, or why they want the woman- but the best you’ll get is a rough ‘not your business’ speech about how what matters is that they’re offering you a reward.
If you’re inclined, you can leave it rest at that. From time to time you’ll run across the Alik’r on one road or another, often harassing a random Redguard woman until one of them points out that she lacks a certain distinguishing birthmark. This will continue occurring occasionally until you resolve the quest in some manner, and while not terribly annoying it does cut a little into your rate of more useful encounters, such as deer, wolves, and bandits.
You can ask around Whiterun, but none of the Redguard women you find out and about have any idea what you’re talking about. Eventually, though, you are bound to wind up in the Bannered Mare. There, you can find Saadia, who reacts rather differently to the knowledge that Alik’r warriors are in the area and looking for a Redguard woman. Sounding worried, she insists you accompany her into a back room upstairs- her room of residence, in fact.
Once there, Saadia turns and pulls a dagger, demanding answers. Of course, she’s wearing a dress instead of armor and doesn’t really have any combat ability at all, but she desperately wants to know whatever she can of what’s going on. Once she has a basic explanation, Saadia begs you to help her out- you can agree, or you can request that she offer you some form of payment for your trouble.
