Once the guard has given you the key to the sewers, follow the corridor that the assassin came in through and ever you will reach a kind of well. This is the entrance to the sewers. Make your way through the sewers, it should not take long, and you'll always reach a circular gate. This is the exit of the Sewers. This is an advisable point to save the game because if you want to start the game again you can just load this save game and you will not have to repeat the whole tutorial again. Once you try to open the gate, you are asked if you want to change your race, birth sign etc. Click exit the Sewers, and that's it! Your free.
Once you get outside, your Journal will tell you that you need to go to a place called "Weynon Priory" to deliver the amulet to Jaufree, the Emperor's loyal friend. Assuming that you do want to complete the main quest now and you do not want to get involved with side quests or guilds, fast travel to Chorrol, the nearest town to Weynon Priory.
Once you arrive an Weynon Priory, enter through the doors at the front of the building. You will be blessed by a priest and he will direct you to Jaufree. Once you find Jaufree (he's upstairs), talk to him. Tell him about the amulet, the heir, and the Emperor's dying words. He will tell you that the Emperor did in farct have a survival heir that goes by the name of Martin. He tells you that Martin is a priest in a near chapel. Jaufree will take the amulet from you and bud you farewell. If you ask him about "assistance" in the conversation he will unlock his chest which contains armor and weapons that will come in very Handy later on. Take as much as you can, and head to Martin's location.
Fast travel to Kvatch, the nearest town to Martins location. However, upon arrival you will know that something is wrong. There are people running around and the sky has turned a blood-red color. A man will run over to you and explain what is going on; the town has been attacked by creatures known as the "Dadera." Follow the pathway upwards and you will find that the city guard are trying to keep the creatures back.