Skyrim: The First Key

Adventures in Skyrim - spoilers ahead! You can follow the rest of the story here!

Our exploration escape route led to a tower full of forsworn led by a hagraven, and due to some bad timing with a closing portcullis Captain Ghoragdag was impaled to death by the closing gate. The remaining foes weren't a match for Nerelia and myself though. We even cleared another tunnel with a large (ultra) skeleton contigent, where Nerelia survived by using her summoned frost atronarch as a shield. Clever girl.

"Yes I am."

Soon we were back at the exterior of Death Mountain and new areas were open to me now, a tavern, an inn, and a bath house, full of new potential followers but I still couldn't open the very first door of the quest due to not having the first key. Eventually I gave up and looked on the map where I should go next, when I happened to hover over "Nerelia House", where I got the horse Red Shadow. Oh! That's where you live.

Deciding that someone should survive this tale I opted to take Nerelia home and released her from my service. She said I could keep the horse though. Also in her basement I found key #1. LOL! I raced back to Death Mountain and opened the mysterious chamber only to find a smallish zone with some left over undead and the next key which opened that gate I had jumped over previously.

No matter, Death Mountain was now cleared!