After infiltrating the Thalmor Embassy, return to Riverwood and inform Delphine of what you learned from the Thalmor records. It seems the Thalmor are not responsible for the dragon attacks and are also searching for an explanation, and they are hunting a man who they think can give it to them. The task now is retrieve the Blade archivist Esbern from his current hiding place in the city of Riften before Thalmor agents get to him first.
Delphine tells you a phrase that you can say to him to identify yourself as a contact of hers when you meet him. Upon arriving in the city, ask around for information on Esbern’s whereabouts. When you come to the Ragged Flaggon, talk to the bartender and bribe him to get information about Esbern. He will tell you that the man you’re looking for is hiding in the city’s subterranean network of tunnels known as the Ratway. From this point on, just follow your map.
The sewers and tunnels in question are inhabited by a number of predatory thugs, but they should be no match for you. You will also have to deal with some Thalmor agents who have come looking for Esbern. When you reach the door to the chamber where Esbern is hiding, he initially refuses to let you in. Speak the phrase that Delphine told you to say to get him to trust you when you find him, and he’ll open his door and let you in.
Once you’re inside, he’ll start talking about the apocalyptic implications of the return of an ancient dragon known as Alduin World-Eater. He agrees to follow you to Delphine’s base in Riverwood where the three of you can decide what to do next.
As soon as Esbern leaves his hiding place, more Thalmor agents will appear and attack. Esbern is a capable mage and will summon atronachs whenever engaged in battle, but don’t let anyone get close to him. Depart back through the Warrens and leave Riften for the Sleeping Giant Inn in Riverwood where Delphine awaits.