Along the path taken are three Guardian Stones: The Warrior Stone, The Mage Stone, and The Thief Stone. On the way to Riverwood there is the possibility of a chance encounter, but that is nothing that cannot be handled with the help of Hadvar or Ralof. Simply continue on and meet up with Hadvar's or Ralof's contact in Riverwood. Following them down the hillside heading to the next town, it may be possible to lose him. After that occurs the Dragonborn must talk to whoever they followed, and then head to Riverwood.
Ralof or Hadvar (depending on whom the Dragonborn followed) watch as the dragon responsible for disrupting the execution flies away to the north. The Dragonborn emerges into the bright light of Falkreath Hold, due north of the still-smoldering ruin of Helgen. His sister Gerdur is the mill owner there and should be able to help me. Ralof suggested that I head to the nearby town of Riverwood.
