Chappie269

Best answer as chosen by Asker / Ratings
You can't leave the same way that you came in from. Once you pick up the book the door you came through is blocked. You have to exit on the opposite side. Their is a prisoner just behind where you pick up the book, releasing him and then following him will lead you out but he can be difficult to follow sometimes because he is pretty quick. Only other tip I can offer is to check your map regularly and make sure you check any unsearched areas. There is a couple of secret doors too so don't always assume you have hit a dead end.

DivineAngel

If the argonian manages to escape aive (your best bet is to kill everything in sight throughout the caves before you release him) he will wait outside to thank you for releasing him. Later on you can find him at the temple of the one, speak to him and, if I remember rightly, he will teach you something. By the way, when you get to the rock wall that can be activated there is a switch to open it nearby. Thought I`d tell you that because it can easily be missed. This leads to the way out.