I've often wondered, who is the woman upstairs in the Helm and cloak? There are guards there that tell you to get lost and, if you go in anyway, you find there is some woman up there in a room. I've never figured out her significance. Who is she and why is she being guarded?

I've always understood that she's just some noble who thinks she's gonna be assassinated, hence the guards. I don't believe there's any more background story to her.