Valen Dreth is a dunmer pilgrim and is held in a prison cell in the Imperial City. He is the first person the player meets and promptly throws taunts that vary depending on the player’s gender and race. Valen is largely considered to have some of the most interesting dialogue in the game despite being a relatively minor character.
The Dark Brotherhood sends the player to kill him but before doing so you may choose to chat with him:
"Wait, I know you... You.. you're the one! That day the Emperor was killed! They went through your cell! You lucky bastard! But... you came back?" and "Come on, you've got to help me! Let old Valen out of this cell! You've got your freedom, now give me mine! What do you say, huh? Come on, friend!"
If the player responds "The Night Mother says Goodbye." he will panic and respond "The Night Mo... No! No! Guards! Guards! Help me! Somebody help! Assassin!".