Deciding to help the Jarl, you investigate. You talk to Nelkir, and find out about the locked door, which seems to be covered in blood. Trying to open the door you hear the mysterious Whispering Lady.
Daedric prince
Mephala tells you that some of her power is locked behind the door and that she needs you to release it. She had been corrupting Nelkir, but found limits to what she could accomplish with a child. You, though, have promise, in comparison. She will tell you to ask Nelkir how you can go about getting the key to the door.
Nelkir will tell you that only the Jarl and the Court mage,
Farengar Secret-Fire, possess a key to the Whispering Door, and, being cursed, cruelly suggests that Farengar will not be missed should he disappear.
You investigate and find that Jarl indeed has the key you can pickpocket, and that Farengar has the key from his personal strongbox on his hands, but not the key to the Whispering Door. You find the Farengar's strongbox in his room, locked on the Expert level lock. Being a
Thane of
Whiterun, you have the trust of the Jarl, and can ask directly to give you the key, for you to help him and his child.
Now, you should decide what to do next. You have five options now.