I've been told there's a full set of Thalmor robes, gloves, boots and hood at "the Talos shrine up the path from where you escape Helgen at the beginning." Well, where the heck is that? It's been 40 levels since I've been back to Helgen and I have no memory of where exactly I emerged after escaping Helgen in the beginning. Anyone know?

I *think* you exited Helgen's underneath area to the north of the town itself.... When you fast travel back there, you wind up to its south.

Yes, I happen to know... assuming my Alzheimer's hasn't made me completely backwards:

When you come down from the mountain in the very beginning, you might remember a fork in the road (with signs) shortly after your helper gives you the "we better split up" speech. Anyway, take that fork left and follow the road for a small bit until you see an alternate fork to the left that is dotted by logs making a sort of wood/dirt staircase up. Above the treeline to the left, you might also catch a glimpse of a tall stone statue of some bearded dude with a sword. That would be Talos. It really is not very far from the "insertion point" of the game... maybe one minute of jogging. If you pass an (unlabeled on map) bandit camp on your left on the way to the shrine, you're going the right way. The bandits there might be worth fighting... one of them has something unique in their inventory...

-Loth

Edit: If you fast travel to the Guardian Stones and go back up the path (away from Riverwood), the first fork in the road (there are road signs) you want to take will be on your right.

I just head left outside the Helgen keep, going overland towards the river. It's pretty close to Helgen.