On the way to Kynesgrove I ran into some folks trying to kill me, specifically. Thugs, who turned out to be hired by the Battle-Borns, who somehow found out I stole their note that had the whereabouts of Thorald. They weren't instructed to kill me, but seemed that just teaching me a lesson wasn't enough for them.
I wasn't prepared for this, so I ran, casting spells back at them when I could. Unfortunately, that isn't the easiest way to hit someone, so it took quite a bit longer than I would have liked. As I wasn't watching where I was going too well, I ran into a group of bandits. They wanted in on the action, too.
And then, to top it all off, a dragon attacked. There was no use to running anymore, so I stood my ground. It took a lot of magicka potions, but in the end, I prevailed.
Eventually I do get to the place Delphine specified. And what should I find there?
Alduin then makes fun of me for being a Dovahkiin ("dragonborn") and not even being able to understand Dragon, before flying off. What a jerk.
Delphine decided this is a good time to speak up, and suggested that we take out this new dragon while he's still groggy.
Even so, he'd got more fight in him than a lot of dragons. But that didn't stop me from ending him, this time for good.
Delphine owed me an explanation.
But I had other plans. Maybe one of these times I'll help her, but for now, I'm done with this mystery. Resurrecting long-dead dragons? Waaay out of my ability to do anything about it.