It seems someone has been kidnapped and we’re hired to rescue them. On this mission we will have to rescue Vulwulf Snow-Shod from Shimmermist Cave , which is slightly northeast of Whiterun . This is a radiant quest mission, meaning the person your rescuing and where you are rescuing them from may very well be different than mine.
Go enter the cave and kill the single frostbite spider in your way. Past that you will find Vulwulf in the next room. You may or may not have to kill the Falmer up above, but definitely don’t shoot the guy with the objective pointing at him! Talk to him and he’ll start to follow you. You’ll have to escort him back to Riften now.
Exit the cave and to "escort" him you can simply fast travel to Riften. Once you are there, talk to him again to let him go. Simply return to the circle member that gave you the mission to complete it. You will be rewarded with 300 Gold for finishing the mission.