Go to the Jarl.

 Castle Dragonsreach sat above the town of Whiterun on a tall rocky spire; it was a tall, weathered building constructed of massive stone blocks and approachable only by a twisting staircase rising from the highest tier of the village, a chainmailed guard demands to know you business as you approach but allows you entry when you tell him you bear a message to the Jarl from the mayor of Riverwood.

   The throne room is long and narrow; long, ornate banners hung from the walls and the floor was constructed of wide wooden planks of a rich golden hue; at the far end stood a short dais with a large intricately carved wooden chair at its middle.  A man was seated in the throne and was in discussion with the others on the dais with him. 

   Jarl Balgruuf of Whiterun was a tall, rangy man with the bearing of a warrior rather than that of a politician; he had sandy blond hair that fell almost to his shoulders, dark blue eyes deeply set under thick eyebrows and a closely trimmed beard, the colour a shade darker than his hair.  He was wearing rich clothing and furs, on his head he wore a golden headband, set with a large, deep red stone and a large dagger was sheathed at his hip.

   Beside him on the dais stood his advisors; a middle aged, Redguard man with a shaven head and closely trimmed black beard, he was clutching a long scroll in one hand and had the manner of a clerk or steward; the second figure with the Jarl was a buxom, red haired Dunmer woman with a sour look on her otherwise attractive face, the Dunmer woman was wearing tight fitting leather armour and wore a long sword of shining steel at her hip.

“You say that you carry a message from the village of Riverwood?” the Jarls voice while deep and cool was not unkind.

“Yes, Jarl Balgruuf, I was coming north from Riverwood and came across a wounded guardsman in the mountains, he was dying but gave me this letter before he passed on.”

     You slowly withdraw the scroll from your pack and hold it towards the Jarl, the Redguard man steps forward to take it from you; “Still sealed” he murmurs as he unrolled the scroll, his face went stiff as he looked at the scroll and when he finished he silently passed it to the Jarl, seated beside him in his throne.  You find yourself wondering just what the letter says as Balgruuf’s face darkens more and more the longer he looks at the paper you have brought him.

“You say that you have come from Riverwood?” at your nod he continues “Did you see or hear anything about dragon sightings or attacks in the lands around Riverwood or Helgen?”

   You smile at him bitterly “I was in the village of Helgen when it was attacked by a dragon, Jarl Balgruuf, the beast was as black as pitch in color and its jaws were big enough to devour a full grown man in a single bite.  I saw it shatter a towers stone wall with a single swipe of its massive tail, flames as hot as a smithy’s forge burst from its jaws and arrows glanced off of its armored hide like they were hitting a rock wall” 

   When your tale comes to a halt the room is silent for a long moment, then the tall doors behind you burst open loudly; you turn to see a guardsman race into the room; his helm is missing, you can see there are smoke stains and burn marks on his tabard.

“My Jarl!” the guard shouts hoarsely “A dragon is attacking the watchtower outside town!”

   Without saying a word the Dunmer woman races towards the exit, drawing her sword even as she runs; the Jarl turns to you, worry visible in his eyes “Please go with my guards and help my people, you are the only person to have any experience at all with dragons”