Taxi -
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Winterhold to Windhelm ... The way I play I usually take everything from the dead , so without a horse and heavy armour I walk everywhere. Last night it took me nearly 1 and a half hours to walk from Winterhold to Windhem. Though that said you discover more places on foot and I once met a trading caravan on a road ( 4 cat people ) but the trader hada a Dwarven Thunderbolts Bow so that was a wee bonus.