Legate Rikke is sending you to the city of Riften. It has come to the Imperial Legion’s attention that a woman named Anuriel, who is steward to the Jarl of Riften, has dealings with the Thieves Guild that would cause embarrassment if they were made public. If proof of this could be obtained, it would make effective leverage with which to blackmail Anuriel into providing the Imperials with useful information about Stormcloak activities.
Travel to Riften and make your way to Mistveil Keep at the city’s southern end. Sneak into the room on the right side of the building where your objective marker is pointing. Beware the guard that patrols the hallways when you try to sneak in. Look inside a drawer and you will find an incriminating letter.
With the letter in your possession you can confront Anuriel and try to force her to assist you. Eventually she will tell you that there is a large rebel shipment of gold and weapons on its way to Windhelm by caravan; if you hurry, you can intercept it before it gets too far away.
Report back to Legate Rikke with the information you got from Anuriel. Fortunately there is a small unit of Imperial soldiers already on the road the rebel shipment is travelling along. Rikke will send you to rendezvous with them and attempt to take the shipment.
Travel to the marker on your map to meet up with Hadvar and the other soldiers. As it happens, Hadvar has already been tracking the caravan since before your arrival, and he’s formed a good plan for how to ambush and defeat the rebel warriors guarding it, who outnumber your forces. It’s recommended that you agree to his plan, but if you prefer you can attack the enemy caravan directly on your own.
When all the Stormcloak warriors are dead, the shipment is yours. Once you have taken over the caravan, talk to Hadvar again and he will tell you to go and report the success of the mission to Legate Rikke. You can loot the caravan before you leave if you want.