Assuming you have high standing in Soltitude and to the Jarl of Blue Palace, returning to them might give you one of the many sidequest of Skyrim that you should do.
In the quest, The Man Who Cried Wolf, there will be a follow-up quest just after you finish it. If you arrive in the Blue Palace and you can’t seem to unlock the sidequest, you will most likely have to finish the questline for either the Imperial Legion or the Stormcloak.
Sidequest: The Man Who Cried Wolf
You must have a high standing in Soltitude or the Jarl of Blue Palace.
THE MAN WHO CRIED WOLF
– When you arrive at the Blue Palace, you should see a scene where the Jarl is discussing about the noise that someone has been hearing in a Wolfskull cave to the north.
– After the discussion, talk to Falk Firebeard and lend your hand to investigate the cave.
– Inside the Wolfskull Cave, instead of meeting Wolves, you’ll be meeting Necromancers and Draugrs. Awoooooo
– As you go deeper in the cave, you’ll come across an area where you’ll see a malestrom of energy gathering at the top of the tower. It seems that the Necromancers in these cave are trying to resurrect the Wolf Queen Potema, a necromancer who challenged Uriel III for the throne of the Empire 500 years ago!
– Stop the resurrection of the Queen! Get to the top of the tower as soon as possible! Expect some resistance as you go up.
– On the top, you’ll face the Ritual Master. Kill her and the Maelstrom of energy disappears.
– Report back to Falk Firebeard. Tell him that you stopped the Queen from resurrecting.. or did you really?
Part 2: The Wolf Queen AwakenedSkyrim Sidequest - The Man Who Cried Wolf,