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On Skyrim, my character is a high elf, and I was wondering - when I get on the Diplomatic Imminity quest to infiltrate the Thalmor Embassy, I wonder how I do so where none of the guards suspect me at all. Meaning do I need to have any weapons visible, or not and how do I walk near the guards patrolling the grounds ? I don't want to mess up and become a worse enemy of the Thalmor. Also, what ARMOR works, specifically ?

Specifically you''ll need Hooded Thalmor Robes, most easily looted from a corpse at the shrine of Talos near Riverwood.

As for having your weapons out, I recommend against it. Your best bet is to keep your distance from them in any case.

Also be aware that this trick only works until you reach the solar; from there you either need to sneak or fight.

Here's the wiki section on the subject: http://en.uesp.net/wiki/Skyrim:Diplomat ... bes_Method