I found a strange note, it was pinned up by and ebony arrow on the wall of a ruined cabin, it said "meet me here at midnight" so i waited there until midnight...but nothing happens?!

I thought it was the ebony warriors note..because of the ebony arrow, but apparently that's not true.

I'm curious to what this note is for..

A merchant will appear there some times.
http://www.uesp.net/wiki/Dragonborn:Falas_Selvayn

You can't wait in the cell or else he will not appear. Wait until midnight then travel to him and he should be there. He has a special bow for those with good picpocket.

ohhh nice! does he sell anything unique?