As the Dragonborn comes through the doors of Markarth, he draws a blade and stabs a Nord woman, Margret. Alternatively, the Dragonborn can stop Weylin from killing her by killing him first. Choosing the second option, Margret rewards them with a Silver Emerald Necklace she planned to give to her sister later.
Eltrys confronts the Dragonborn, after killing Weylin either way and hands them "Eltrys' Note", saying that they dropped it. Choosing to rendezvous with Eltrys at the Shrine of Talos, the Dragonborn learns of The Forsworn Conspiracy and agrees to help Eltrys investigate Weylin's involvement.
Receiving a key to Weylin's room, in The Warrens from Garvey, the Dragonborn discovers that Weylin was ordered to kill Margret, an undercover operative of the Imperial Legion, by Thonar Silver-Blood. If Margret was saved and is found in the Silver-Blood Inn, she will tell the Dragonborn that she is an Imperial Spy.