It was just as I thought - there is not attic room in the Riverwood inn. Despite that, the innkeeper Delphine seems to know what I'm talking about, and takes me to a basement room, hidden behind a false dresser.
Delphine informs me that it was her that took the Horn I was looking for. She knew that if the Greybeards had called the Dragonborn, they would test them by retrieving the artifact. She says she is a member of the Blades, who used to be the Dragonborn Emperors' bodyguards and secret agents; but once Martin Septim sacrificed himself to stop the Oblivion crisis, the Blades fell in grace, eventually into hiding from the Thalmor - but always waiting for the next Dragonborn to follow. Seems even before the Blades worked for the emperors they were a group of dragon slayers.
Apparently, that first dragon Alduin is prophesied to destroy the world. Of course Delphine thinks I'm the only one to be able to stop that. She has a theory that the dragons didn't just come from somewhere, but were previously dead and for some reason have come back to life. With information she's gathered - she was the one that told the Whiterun mage to look for the Dragonstone - she thinks she can predict where they are buried, so maybe we can stop them, or something.
She tells me to wait for her at Kynesgrove, south of Windhelm, where one of those buried dragons supposedly is.
She is the one who will have to wait. I have other business I need to do.