I can't get Malborn to take any weapons from me..he says thanks then walks away, leaving me no weapons at the party..am I missing something? I've tried to give him stuff OVER AND OVER!
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Stop right there criminal scum. Our The Elders Scrolls V Skyrim Walkthrough provides strategies for the main quest, crafting tips, and secrets about guilds.
Riften is in the far southeast. Due to its great distance it's probably best to find a wagon and pay the fee to get there quickly. Your goal is to find Esbern, but you only have one lead: a man named Brynjolf. This character can be found outside in the market during the day, and most likely in the tavern at night. Speak to him and he'll inform you about the thieves guild hideout under Riften. It seems the guild is protecting Esbern for now and you'll need to travel to the underground Ratway Warrens.

Inside, expect to be attacked by two named brutes Hewnon Black-Skeever and Drahff. One uses an axe and shield while other is an archer. Despite being named NPCs they die quickly like any other thug. They may also have a bit more gold and jewels to loot than normal bandits. There are alternate routes, but as they all require very high lock picking, from here head southwest and you'll locate a booby trapped door. Stand back a few inches and open the door to avoid being stabbed. Once through the door continue south and fight through a few weak Skeever and Gian the Fist; as his name implies he's unarmed so not much of a problem. After the fight there will be an alchemy lab to the east if you want to mix some more potions, otherwise keep following the objective marker southeast. Kill the weak Lowlife in the next room and head north to lower the exit draw bridge--you won't be taking this escape just yet, but it will save time later on. Backtrack east and you'll come into the Ragged Flagon.

For future reference, the Ragged Flagon is the thieves guild hideout and we will cover it in later sections. For now head over to the Flagon bar and talk to Vekel the Man. Ask him about Esbern but he isn't very willing. If your speech is high enough you can persuade him, but there is also the option of paying for info or brawling fist-vs-fist. If you've been going one handed brawling Vekel is the easiest and cheapest option. After the fight head east into the deeper Ratway Warrens.

Get ready to face a lighting Thalmor Wizard, and two Thalmor Soldiers. They fight exactly like the ones you encountered in Solitude, so use the same tactics. However, it also helps to make sure you follower has a good bow. With this you can drop down below and pummel the soldiers while your follower snipes from the higher ground; alternately you can be the sniper, but the follower's AI is poor enough that they probablly won't drop down to the lower floor.
Once the enemies are dead, head south and you'll come to two chests: one with gold and lockpicks and the other closed tight with an apprentice level lock. We only found gold inside, but it still might be worth opening to train up your lockpicking skills. Return back to the main dungeon room and journey south to the next floor of the warrens. Pick the next lock on the left to get into the main holding cells. You may be attacked by either Hefid the Deaf or Knjakr if you get to close to them, but they are too poorly equipped to be a threat. On the the hand Salvianus is completely passive: you can outright steal his belongs and he won't even try and defend himself. But you're not here to mess with the other patrons. Head up to the top room and speak with Esbern. Mention Delphine and quote her about "remember the 30th of Frostfall". Once you say you're Dragonborn, Esbern will join your side.

Start your exit out and you'll have to fight two more Thalmor soldiers. Esbern is a helpful caster and even Salvianus might assist in fighting the Thalmor. Watch out though, Esbern isn't a full companion and might get in a fight with whatever follower is already in your party. Simply exit the room and both sides should be peaceful again. Now just exit out the Warrens and return to Riverwood.Once Esbern and Delphine meet you'll have your next goal: Find the Sky Haven Temple.