"Old Hroldan is an inn located east of Markarth.
The inn is all that remains of an ancient settlement, famous for being the location where Hjalti Early-Beard (later Tiber Septim) earned the name Talos Stormcrown, when he used the Thu'um to break the settlement's defences.
The inn is run by Eydis, who will rent you the very room where Tiber Septim once slept. Sleeping in the room will cause a ghost to appear. The ghost mistakes you for Hjalti, and you will need to recover a sword to put him to rest."
Now... From The Arcturian Heresy and other books (Via UESP)...
"Hjalti Early Beard was born on the island of Alcaire, in High Rock. Amidst rumors of a warlord destined to rule Tamriel, he rose to prominence in the service of King Cuhlecain and fought to unify Cyrodiil. Few knew of the existence of his secret ally, the Underking, Ysmir Kingmaker. The Underking provided assistance to the young General, but the manner of his assistance is vaguely described in the book. There are references to a storm that talks all night with Hjalti and deflected arrows while Hjalti shouted down the wall of Old Hrol'dan, where Hjalti was given the name Talos, meaning Stormcrown, by his men. This storm is most likely the Underking, as his body had recently been blasted to ash by the Greybeards, and he is called 'the Grey Wind' soon after.[5] After the province was conquered, Hjalti murdered Cuhlecain and his contingent in the Imperial City and blamed the deaths and ensuing blaze on assassins from High Rock. The Underking continued to aid in his conquests, and Hjalti took the name Tiber Septim, ascending to the Ruby Throne."