The Amulet of Kings, weilded by the rightfull heir; the one thing keeping the Daedra out of Tamriel, and now you have it.

But then you're not the heir, are you? No don't worry, you're not ;-). Speaking to Baurus earlier has given you your new course of action, taking the amulet and delivering it to the grandmaste rof the blades, located at Weynon priory near Chorrol.

This is one of those locations to which you can fast travel without even having been there, so that's one option. The other is to do it the old fashioned way and walk there and explore the land while you travel.

Whichever way you decide however, let's assume you go there right away. At Weynon priory; you'll see a large building on the left and a smaller building on the right, the right one is a small chapel and the left one is where we're going now.

Enter it, and speak to the monk who addresses you upon entering to learn a few things about the aftermath of the assassination.

Jauffre, the gransmaster and reason you're here can be found on the second floor, usually up the stairs to the right in the library.

Speak to him for even more info, and for some supplies, but mainly because he'll tell you where to find the heir to the throne, an illegitemate son of Uriel Septim; Martin. That's both good and bad news, good because you know the empire isn't yet lost and bad because Martin is in a city besieged by Daedra; Kvatch.

Jauffre asks you to go to Kvatch, and bring Martin with you back to the Priory. You'll agree (naturally) and you can go off.

You can also however stick around a bit more, and speak to the other people at the Priory for some usefull assistance. Like a free horse from speaking to brother Maborel, and free supplies from the chest unlocked by Jauffre.

The horse can be found at the back of the Priory, in a small stable and once you have it, you're off to the next quest, finding Martin.