May 18, 2013 11:32 AM EDT
The same thing happened to me. I was just after starting a new character, and was doing my usual starting gold gather, the bandit camp, the Talos shrine and then Embershard. In the first room, where there is two bandits, a lever, a dead Nord miner and a iron ore vein, I set upon the two bandits. I just killed the first, and did a finisher on the second. Looking around, I noticed a head coming out of the water. Understandably, I freaked! The Stormcloak Courier just came out of the water, went up the ramp and out of the mine.
That shook me a lot, but it happened again in Embershard, with the Courier running out of the lever room...