I went to Windhelm for the first time on a new character and I heard talking coming from behind the tavern (candlehearth?)

I went to go check it out and 3 Windhelm guards were talking about something but I got there to late to hear what it was.

One of the Windhelm guards was a female and she kept saying "Talos guide you" to my Dunmer... >.>

I start walking away and they started up another conversation.

They were talking about why the female guard joined up with the Stormcloaks.

^ I've only heard that one at Stormcloak camps.

Has this happened to anyone else and does anyone know what else they might talk about amongst themselves?

They weren't guards, they were a patrol that you usually see on the roads. Sometimes they spawn inside cities.

Sometimes I have them spawn in Riften even though its under Imperial control.

They want to crack some traitor skulls
loljk I'm not trying to start another flamewar.

Good.

They only got in there because the Imperials ran out of pebbles and watery mud to build a wall.

Those soldiers still die though, they can't last against Imperial soldiers.

Heck, I've even had Riften Guards show up out of nowhere.

There was a Riften Guard in Raven Rock once.