Helgen Keep is a keep used to escape Helgen in the aftermath of the dragon attack. In it is a statue of Mara that, if talked to, will ask them how their new life.
The Dragonborn starts off in a cell in the Abandoned Prison. The mod adds alternate beginnings to the base game instead of the default experienced at Helgen.
When you talk to him, Tysvald will describe the assassin as, 'He wore an eye patch, but his face was bestial.Pale as snow.' And heading towards the Hall of the Dead after he tore into Daiske like a dog with a bone. Once outside the palace, you will find Tysvald weeping over Daiske's body at the junction of the main road through Solitude and the side path to left.