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In the main quest line, I have to talk to Esbern and think I need to free him from his jail.

Now, I've talked to him but the door window just closes afterwards without progressing the quest.

I think I have done something wrong, what do I need to do exactly to progress in the quest?

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Sounds like you might have a bug (this is meeting him for the first time below Riften, right?) as he talked to me easily - he didn't even need Delphine's passphrase. – Raven Dreamer Nov 29 '11 at 0:56
@RavenDreamer: Yes, I'm meeting him for the first time below Riften where he is in his jail. It opens the door window where we have a conversation and afterwards the door closes. I can't talk to him again or open the door window again, yet the question marker keeps pointing to him and the quest still says to talk to him. So, I'm wondering about the right sequence in which to choose the options he provides and what is really supposed to happen... – Tom Wijsman Nov 29 '11 at 0:58
Looks like this guy's bugged pretty heavily: – Raven Dreamer Nov 29 '11 at 5:01
up vote 2 down vote accepted

If you have talked to Esbern and he has agreed to let you in, but nothing happens, then your game has a glitch. If you are playing on the PC, hit the ~ key and type "tcl". This will allow you to pass through the walls. (I know some may consider this cheating, but if you are only using this to fix the glitch...) Once inside, press the ~ key again and type "tcl" once more to turn the noclip off. After talking to Esbern, the game should automatically correct for the glitch and then continue from there.

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setstage MQ202 160 will make him open the door too – Joe the Person Jun 24 '12 at 21:13

What worked for me was renaming Skyrim_default.ini to Skyrim_default1.ini (I am guessing this is called Skyrim.ini on some installs). I renamed it because I didn't feel like outright deleting it per another suggestion I found while Googling the issue.

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