I'm sure you all know him, the Talos loving guy who won't stop screaming. If you talk to him, you can ask about the possibility of him being arrested for worshiping Talos, which is against Imperial rule. He says he'll take the risk. But I don't understand how he is able to avoid it for more than a few minutes. I mean he's in an Imperial city, a central trading hub of Skyrim, with guards everywhere, RIGHT OUTSIDE THE JARL'S PALACE. And he's SCREAMING it every hour of the day how great Talos is. How the hell could the government not pay attention to that? Even if it wasn't against the law to worship Talos, surely he would be arrested simply for public disturbance? TALOS LOVES YOU, LOVE, LOVE, LOOOOOOVE!!! AND THE NORDS WILL RUUUUUULE SKYRRIM.... FOREVERRRRR!!!!!!!!!!

I'd say you're right on the mark there.

No point in locking up a dead man.

I can't be the only person to kill him for his annoying constant ranting?

I can't kill a guy whose name means "Stupid" not even on my evil characters he has it bad enough already.

1) Jarl Balgruuf's care meter is at an all time low. Whiterun takes no side in the civil war, and he won't let in the Imperial Legion who'd administer the ban.
2) The Imperial Legion itself is pretty lax in enforcing the ban. Legate Rikke, General Tulius, Hadvar, they all admit that they still worship Talos and that everyone in Skyrim often had their own little shrine. Only Ulfric made a big deal out of it to fuel his rebellion.

In what language does it mean stupid?

Honestly, when it comes to that [censored] I'd be totally okay with the Thalmor taking him into custody for a little (or a lot) of torture.

Icelandic - "Heimskur" means 'stupid'

The empire has absolutely nothing against Talos. They may have agreed to ban it to stop the war with the Dominion, but that doesn't mean they want to ban it. I'm pretty sure the empire will do all it can to ignore Talos worship, up until the moment the Thalmor come knocking to check up on the Empire's 'promise'.

I actually haven't seen any member of the Thalmor, who would be the only ones who would be up in arms over his preaching.

But Whiterun at the start of the game is kind of in a no-man's land at the start of the game with neither side of the war wanting to do anything that could be deemed as hostile to the city to the point where they go join the opposing side. Even if a Thalmor came in to check out the city, I can't see a member of the legion see him worth the trouble to back him up.

Of course, this is coming from someone who has yet to settle the war in any way/shape/form.

The Empire doesn't give a [censored] about people worshipping Talos. Only the dikeThalmor do.