It appears it was either wanted by Sergius Turrianus in the Mages College in Winterhold. The quest was under miscellaneous as "Return the Item". After talking to him, it said "Indaryn's Gold Necklace removed" and that was that.
Looking at the wiki for the quests related to Sergius, it appears that this was randomly generated by the Radiant Quest system, so it makes sense that not everyone who plays will get "Indaryn's Gold Necklace". Instead they will get some other random NPCs random item.
You are a thief, you stole the necklace and for some reason Devin or Vex did not want it. I have had this happen a few times and I am not sure the cause. I think it may have something to do with being the last theft required to get the special mission in a specific town but this is just conjecture at this point in time.