The first quest of the second act in Skyrim is called Diplomatic Immunity and it starts in the cellar of the Sleeping Giant Inn, where Delphine is setting up a plan to help you infiltrate in the Thalmor Embassy.
During this quest, you have to visit the following locations: Riverwood, Sleeping Giant Inn, Solitude, Winking Skeever, Thalmor Embassy, Reeking Cave and Elenwens Solar.
The most notable characters that you will encounter are: Delphine, Erikur, Etienne Rarnis, General Tullius, Illdi, Malborn, Jarl Balgruuf, Jarl Elisif the Fair, Jarl Idgrod Ravencrone, Jarl Igmund, Jarl Siddgeir, Maven Black-Briar, Ondolemar, Orthus Endario, Proventus Avenicci, Razelan, Tsavani and Vittoria Vici.
Completing the Diplomatic Immunity quest is vital if you wish to advance in the game, therefore in the following Skyrim walkthrough, we reveal a systematic game guide, which explains how to finish Diplomatic Immunity, pointing out all secondary quests that you should play.
As soon as you are ready to start the Diplomatic Immunity main-quest, go to Riverwood and look for Delphine, at the Sleeping Giant Inn.
She is in her cellar and when you talk to her, you will find out that her plan is ready and she can get you inside the Embassy; however, she cant come with you because she is a Stormcloak and she will be spotted.
Even so, Delphine informs you that she has a contact that you should meet. His name is Malborn and he is a Wood Elf, located inside the Embassy.
As soon as you finish your dialogue with Delphine, you will receive your first objective, but if you wish, you can ask her additional questions.
Objective 1: Meet Malborn in Solitude
Travel to Solitude and look for the Winking Skeever, which is a tavern located near the main gates.
Inside, you will find Malborn.
Talk to him and tell him that a common friend sent you.
When Malborn tells you to pick the equipment you want him to take inside the Embassy, you should pick a dagger, several potions and any other items that can help you to sneak.
Of course, if you want, you can give him your favorite weapons, and armor; however avoiding direct conflicts inside the Embassy, is the best strategy.
After Malborn gets the equipment, he asks you to meet Delphine who is waiting you near the stables.
Objective 2: Meet Delphine at the stables
Your next destination is Katlas Farm, located on the same hill as Solitude.
When you get there, you will see Delphine who gives you some party clothes, a pair of party boots and an invitation to Elenwens reception. These items will allow you to enter the Thalmor Embassy undetected.
Equip the items you received, and Delphine will ask if you are ready to travel to the Embassy.
A carriage will take you inside the Embassys courtyard.
Approach the Thalmor Guard that stands at the entrance and show him your invitation, otherwise, you will not enter the Embassy.
Near the entrance, you will also see Razelan who is late for the party and worried that maybe there isn’t enough alcohol inside.
As soon as you enter the Embassy, you will receive a new objective and you will be welcomed by Elenwen.
Objective 3: Create a distraction and get away from the party
Talk to Elenwen and you will hear Malborn calling her, telling that the needs more Alto Wine.
At this point, Elenwen will leave you alone, and if you wish you can go to the main hall where some of the most important characters in Skyrim have joined the party:
Erikur, the owner of the lumber mill.
General Tullius, the leader of Skyrims Imperials.
Jarl Balgruuf, the leader of Whiterun.
Jarl Elisif, the new Jarl of Solitude.
Jarl Idgrod Ravencrone, the leader of Morthal.
Jarl Igmund, the leader of Markarth.
Jarl Siddgeir, the leader of Falkreath.
Illdi, the bard.
Brelas, a servant.
Vittoria Vici, the cousin of the Emperor.
Proventus Avenicci, steward of the Whiteruns Jarl.
Orthus Endario, who owns the East Empire Companys office in Windhelm.
NOTE: Depending on how you have played until now, and what side-quests you have completed, some of the characters listed above may not appear inside the Embassy. For example:
General Tullius, Proventus Avenicci and Jarl Balgruuf will not appear if you started but didnt finish the Civil War Quest: Message to Whiterun. General Tullius is also absent if a city siege takes place while you play this part.
Maven Black-Briar is absent if you started the Thieves Guild Quest: Dampened Spirits.
Vittoria Vici wont appear if you started the Dark Brotherhood Quest: Bound Until Death.
All Imperial Jarls are absent if their Hold Cities have been captured by Stormcloaks.
All characters are absent if you have been hostile to them.
Assuming that all characters are inside the Embassy, you can talk to them, or continue your quest.
Locate Razelan (the character you have met outside) and talk to him. He is sitting on a bench, alone.
When he asks for a drink, go to Malborn at the bar and get one, then return to Razelan and ask him if he can create a small distraction. Eventually, he will agree, and you have to go to the bar where Malborn awaits.
If you dont want to ask Razelan to create the distraction, you can ask other characters inside the hall to help you; however, you may have to persuade some of them.
For example, Jarl Igmund, Jarl Elisif, or Jarl Siddgeir, must be persuaded, while Jarl Idgrod Ravencrone, Maven Black-Briar, Jarl Balgruuf, or Orthus Endario will help you immediately.
Another strategy that can be used to create a diversion is to talk to Erikur who wants to have a rendezvous with Brelas. Talk to Erikur and tell him that you will ask Brelas if she is available, and then find Brelas.
Eventually, she will decline your offer, and you have to return to Erirkur.
Tell him a lie (that Brelas is interested) or tell him the truth (that she isnt interested), and Erikur will confront her, creating the distraction you need.
Use any of the strategies mentioned above, but dont forget to find Malborn as soon as possible, and he will take you to the kitchen.
Objective 4: Search for information about the dragons returning
Optional Objective: Retrieve your gear
When you enter the kitchen, while Malborn talks to the cook, go through the door on the left.
Look for a chest on the left side of the room and pick up the equipment brought by Malborn, to complete the optional objective.
While standing near the chest, on the opposite wall you will see a door. Open it and proceed, to begin your investigation.
NOTE: While investigating the Thalmor Embassy, you can use two strategies. You can confront the guards, or you can sneak. While the first strategy is easier, the second one depends on your characters race. If your character is an Orc, Khajiit, or Argonian, the guards will spot you faster, but if your character is a High Elf, it has higher chances to explore the Embassy without drawing suspicion. In both cases, the route you must follow will get you near multiple Thalmor guards.
When you reach the first corridor, go left (south) and you will enter a long hallway where two guards await.
Wait until they leave and locate the small storage room on the right side, because inside the room you will find some Thalmor Robes.
These robes will help you advance faster and the guards will attack you only if they see your face.
In the hallway, go east until you reach a door that takes you outside. Stay out of sight.
Enter Elenwens Solar, but be careful because a mage may wait for you. As a High Elf and if you are wearing the robe, you can talk to him and he will leave you alone.
Otherwise, he will attack you.
Inside the solar, pay attention to the dialogue between Rulindil, the spymaster and one of his spies, named Gissur. They will say something about an interrogation room.
On the second floor, the only things you will find are some items unrelated to your quest. They are valuable and you can pick them up if you wish. If not, you can continue your exploration of the ground floor.
Advance and avoid the guard, then reach the northwest office where you will find a chest. Inside the chest is a Dragon Investigation document, the Interrogation Chamber Key, and two additional documents regarding Ulfric Stormcloak and Delphine.
Follow the stairs leading down and if you didnt kill Rulindil by now, you will see him coming down to interrogate someone.
At this point, you should kill the guards, and then investigate the room, especially the small chest near the table that has some papers on it.
Inside the chest, you will find a document about someone called Esbern.
Make sure you read all the documents you have gathered until now, and you will complete your objective.
Approach the moaning prisoner located in the first cell and talk to him. He is Etienne Rarnis and he will give you additional information regarding Esbern. You will find out that the Thalmor soldiers also want to Esbern.
Release Etienne but be careful because you will be attacked by two guards.
After you kill them, search the corpses because you have to find the Trap Door Key, which allows you to escape.
Objective 5: Escape the Thalmor Embassy
Open the trapdoor and you will see the entrance to the Reeking Cave, where you have to fight a troll.
A good strategy to kill the troll is to attack him from above, before dropping down. As soon as you kill him, go inside the cave and locate the exit.
Your companions (assuming that they followed you and survived), will flee and you will receive a new objective.
Objective 6: Talk to Delphine
Optional Objective: Recover your equipment
Go to the Sleeping Giant Inn and locate Delphines cellar and then the wall to the left where you will see a chest. Pick up your gear, and talk to Delphine.
Tell her about Esbern and she will give you more information, regarding the Blade Archivist, his last known location (Riften), and Brynjolf, the man who can help you find Esbern.
Remember that you are racing against time and you must find Esbern before the Thalmor.
After you finish your dialogue with Delphine, you will start the second quest of the second Skyrim act: A Cornered Rat.
NOTE: If Malborn survived during your escape, you can visit him in Windhelm. Find the Gnisis Corner Club and talk to him if you wish to start a side-quest called: Malborns Long Shadow.