Politely Decline

You have urgent business in Whiterun, so you politely decline the farmer's offer.

The last stretch of the trip proves uneventful, as you've now entered the guards' patrol area. There is a far lower chance of wolves or anything else coming this close to the city.

As you near the city's outer walls, you catch sight of a carriage. Hadvar had mentioned it, saying it could take you to Solitude or any other city in Skyrim. If you so choose, you could hand Alvor's letters to a guard and take the carriage to another city.

But that was only if you were in a hurry to get somewhere. You could turn the letters in yourself and decide what to do from there.