Sorry messed up on the wall glitch, must have shadow mere
Ride the horse to the waterfront and ride it all the way to where armand christophe is...turn to the left and you'll see the huge wall blacking the city.
Use the horse and jump at the wall and hold up so you're in the air floating running at the wall while your on it.
When the horses head fades in the wall while holding up turn the horse aroun and your in. But don't get off of it unless it's shadowmere the horse you get fro the brotherhood because it wont leave you.
Once in walk over to the steps and cast magic on a guard hit him with a bow or when hes close hit him with a combat wepon of chice once you gained enough levels get on shadow mere jump on the steps and try to un through the wall his head will fase through and you turn around go to your house and go to sleep :]
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