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Windhelm is the oldest city in Skyrim and may be the oldest human city on the continent.
Windhelm is the capital of the Eastmarch hold of Skyrim. The current Jarl is Ulfric Stormcloak, and due to this, it is also the home to his Stormcloak rebel movement. The Jarl is housed in the Palace of the Kings; a large stone palace to the North of the city. The Dragonborn has the choice to join the rebellion if he so chooses.
Due to its location near the Skyrim-Morrowind border, Windhelm has a large Dunmer population; but due to Ulfric's nationalism, they are situated in The Grey Quarter, an all Dark Elf slum. Racism from the Nords is often public. If the Dragonborn is of Elf race, it will be sure that he will be met with remarks from the some of bigger Nord bigots. The city acts as the base for Ulfric Stormcloak during his rebellion against the Empire.
The Stone Quarter
The Stone Quarter is home to the Nords of Windhelm and is the central market district containing an inn, a blacksmith and other stores.
The Gray Quarter
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Windhelm's Snow Quarter has been renamed the "Gray Quarter", in reference to the Dark Elves who have made that district their home.
Windhelm's Gray Quarter is the slum of the city and is where many of the Dunmer and other races reside. There are also shops here as the Nord establishments won't take Dark Elf business.
Valunstrad or "Avenue of Valor" is the oldest quarter in Windhelm and contains the greatest residences from the Palace of Kings to Hjerm the purchasable house in the city.
Inns and Shops
This is the Nord inn of Windhelm. It is a standard inn with a rumor-happy keeper and a bard to bring merriment to a weary traveler.
New Gnisis Cornerclub
The Dark Elf watering hole of the city where the Dunmer meet to rest and chat after a hard day of oppression. This is an oddity of an inn as it features no rooms to rent.
The White Phial
Windhelms Alchemical emporium where a Dovakiin can find ingredients and ready-made potions to help him/her on their journey. Its name is derived from the ancient relic of the same name which is said to have been created from the first snow to fall on the Throat of the World.
The area in and around Oengul's house and the blacksmithing apparatuses scattered around.
A group of stalls selling various fruits, vegetables, and other assorted goods that are located in a courtyard outside of the White Phial and the Blacksmith Quarters.
Jarl Ulfric Stormcloak lives in the Palace of Kings, a massive building which towers over the main causeway of Windhelm. It contains a main feasting hall with throne, a war planning room, and a suite of rooms for the Jarl and his entourage. The Stormcloak barracks are located along the other side of the building next to the dungeon.