So I joined the knights of the dragon in daggerfall city, not soon after my first quest for them, some guy who was sitting on the ground accused me of stealing from the guild. I didn't. His name was Allaister Gaersmith, so I asked around town about him, but nobody knows him. Not long after, a beggar gives me a note talking about an orc who may know about the robbery and that I should speak with him when I am ready. I asked about him and nobody knows him either. What do I do?!

Do you still have the letter in your inventory? If so try to read it "Use" it and it should show who gave it to you or where they are.

Thanks, I found him. When initiating dialog with him though, his picture is just a white background with "Oops! Tell mark NOW!" drawn in it.

Did you tell Mark about it, then?

No. Should I?

mark might have been one of the developers.