You have been named Justiciar, and sent to Skyrim. Your role is within Eastmarch, and is potentially dangerous, resulting in your new home having many guards.

Yes, the 'My Orders' item references you being able to have the named folk as followers, and it also mentions about the Thalmor's presence in the Hold of Whiterun. This is just an open door for future updates, or even different mods.

Remember to report any bugs under 'Posts'.

Note: player.addfac 39F26 1=Thalmor Faction for you, if you want your character to be in it. I don't think it actually makes a difference, but the members will be moroe friendly to you