Luther Broad's Boarding House

Once you arrive via fast-travel in the Elven Gardens district, go forward and make a left; Luther Broad's Boarding House is the first door.

Sit down next to Baurus and he will tell you to get up and follow someone who will follow him downstairs.

Don't try and tell him anything, just tell him that you're ready when he is.

Follow the man downstairs. He will attack Baurus, so you know what you have to do.

When the man is dead, Baurus tells you to search his body, so go ahead and do that.

You will find a book called the Mythic Dawn Commentaries 1. Turn back to Baurus and he will tell you that he's found out who killed the emperor. He has discovered it was a daedric cult known as the Mythic Dawn.

They worship Mehrunes Dagon and he's been tracking them in the city.

After some discussion he tells you to talk to Tar-Meena at the Arcane University, because she is supposed to know all about daedric cults.