The Horn of Jurgen Windcaller is the sixth quest of the first act in Elder Scrolls V: Skyrim. The Horn of Jurgen Windcaller starts after you complete The Way of the Voice, during your dialogue with Master Arngeir.
For this quest, you will have to visit the following locations: High Hrothgar, High Hrothgar Courtyard, Riverwood, Sleeping Giant Inn, Ustengrav and Ustengrav Depths.
Some of the characters you will interact with are Delphine, Master Arngeir, Master Borri, Master Einarth, Master Wulfgar and Orgnar.
The Horn of Jurgen Windcaller is in fact a test that you have to do after you finish your training with the Greybeards.
You will receive the first objective of the quest from Arngeir.
Objective 1: Retrieve the horn
As soon as you start this quest, open your map and identify Ustengrav. It is located northeast of Morthal.
Now, you can continue your conversation with Arngeir who can provide additional information on various topics, such as Jurgen Windcaller, the Greybeards or the dragons.
If you decide to start the quest, it is time to leave High Hrothgar.
Use Fast Travel to reach Whiterun or the Western Watchtower, and from there travel on foot to Ustengrav. Dont forget that now you can use Whirlwind Sprint Shout, to move even faster.
When you approach Ustengrav, you may find a small campfire, where you will engage several bandits and a necromancer.
Keep in mind that the necromancers usually control the bandits, so, make sure that the necromancers die first.
Enter the barrow and follow the stairs down.
Eventually, you will see several mages; however, you dont have to fight them if you dont want to. Just Sneak around them and look for an opening in the northeast wall.
Follow the lanterns you see around you, and move forward. You will notice that the lanterns are in fact mage corpses, slaughtered by Draugr, and you will assist a fight between them.
Stay alert because after the Draugr kill the mages, they will attack you.
Take them out then enter the first crypt, and then go east and south, following a passage marked by candles.
To the west is a small hidden crypt. Make sure you pull the chain and you will reach a dead-end where you will find a treasure chest. Loot everything and then return until you reach the great hall where you will see a stone bridge.
Kill the Draugr and then climb the interior stair that will take you to another bridge and eventually to a door that grants access to the Ustengrav Depths.
Follow the tunnel and you will enter a large cave with a waterfall and trees.
Go south, following the root and then the tunnel, and then go east, until you reach a bridge.
Advance on the steps down and kill all Draugr you encounter, then go south and up on the next set of stairs, until you see another bridge.
To the southwest is a tunnel and if you follow it you will reach a chamber with a large column in the center.
If you look to the left you will see a double gate, and behind it is a hidden area. Use the levers to open the gates, pick up the treasure and shoot the lamp to stop the Draugr that may appear.
Go west through the hole in the wall and follow the next corridor which will take you to another cave.
Make sure you cross the destroyed bridge and take out the skeletons that attack you, then investigate the throne room.
Move northeast around the ledge, until you reach the base of the cave, where you will learn a word as part of the Become Ethereal Shout.
Look for a Draugr behind the waterfall and kill him so you can loot the chest you find there, and then using your Whirlwind Sprint Shout cross the two destroyed bridges in order to reach a hidden chamber.
Pick up all items, and then go back to the throne room where you killed the skeletons.
To the east, is a natural bridge you must cross, in order to reach the second floor of the cave. Kill the skeletons that wait on the balcony, and then look around, for three strange rocks.
At this point, you will have to solve a small puzzle, because if you approach a rock you will notice that it will glow.
Each rock opens one of the gates on the other side; but to pass, you have to open all gates. The trick is to place yourself on the western side, and to make sure that the stones are located between you and the gates you have to open.
When you are ready, execute your Whirlwind Sprint Shout and quickly dash from one stone to another. To reach the blocked gates, you must execute two shouts.
When you get on the other side, go east and jump on the rock you see behind the floor tiles, but get ready to fight some Frostbite Spiders.
You can use the environmental flames to kill the spiders faster.
When all spiders are dead, destroy the web that covers the exit you see to the east, and open the door.
Move forward and you will reach Jurgen Windcallers tomb, but when you approach the sarcophagus, you will see that the horn is missing, and that the thief left you a note.
The thief instructs you to rent a room at the Sleeping Giant Inn in Riverwood.
As soon as you read the note you will be informed that, you have failed your objective.
NOTE: Keep in mind that even if you failed your objective, it doesnt mean you have to start all over again. At this point, you cant solve it, and you should continue your journey.
Objective 2: Meet with whoever took the horn
While standing in Jurgen Windcallers crypt search the north wall for a shortcut that will help you exit Ustengrav faster.
When you reach the exit, use Fast Travel and go to Riverwood.
Find the Sleeping Giant Inn and talk to Delphine who is willing to rent you a room for 10 gold.
Give her the money and enter the room to the left. Wait until Delphine joins you; and she will give you the horn.
NOTE: When you receive the horn, you will start the final main quest of the first act. The quest is called A Blade in the Dark, but dont forget that you didnt finish your current quest. It is a good idea to talk to Delphine, start A Blade in the Dark, and then focus on the last objectives of the sixth quest.
Objective 3 : Return the horn to Arngeir
When you leave the Sleeping Giant Inn, Fast Travel to High Hrothgar and locate Arngeir.
You will notice that Arngeir is very satisfied that you returned with the horn and that the Greybeards are ready to recognize you as a true Dragonborn.
Objective 4: Learn the Word of Power from Wulfgar
Go to the central room and the Greybeards will join you. Wulfgar is ready to teach you Dah, therefore get ready to absorb it by stepping into the glowing runes.
Make sure you also absorb Wulfgars knowledge, and your objective will change.
Objective 5: Receive the Greybeards greeting
Dont leave the main room and you will see how Arngeir performs an incantation using the dragon’s language.
When he finishes, you will complete the sixth main quest.
NOTE: After this quest, you can go to Jurgen Windcallers tomb and return the horn in exchange for a Dragon Soul, or you can complete additional tasks for the Greybeards; however dont forget that you already started the final main-quest of the first act.