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On a Dare
Three friends from Jorunn's celebration have drunkenly wandered into the catacombs beneath Windhelm. They won't leave the catacombs until they're reuninted, and it's not safe for them to search the tunnels alone.
Find the lost celebrators
Once all three celebrators are reunited, they will exit the Hall of the Dead on their own.
— game journal
There is also another quest in the Hall of the Dead called Lost Crown.