Ok this one would take place after defeating Albuin.
A courier delivers a letter from a "named player." In this letter it asked you to meet him at a location on the map. When you go you journey through a cave where you face Falmer, spiders, skeletons a "named" dragon and thats the start of the whole thing. Once you get through them you find yourself in a open area where you find the Hold. Its protected by a barrier and you must kill 4 Dragon Priest. These priest are 10 levels higher then you. Once defeated the person that gave you the letter says "this can be a beautiful Hold." "I name you Jarl of this city." He gives you the name of a person to help you build it up. You well need gold to help you completely build it.
Now for the fun part. While your having it built you get to see what it looks like. As it gets look more like a Hold people start coming. You well get the option to choice a god or 2. (I would go Talos.) You also get to name your Thanes and other officer from your own followers. Plus you well have your wife/husband by your side. On top of all this you can go to war with another Hold(s) or someone else like the Forsworn, Bandits, Thalmor(which I would,) other Holds, Vampires coven, Werewolf coven, Magi coven.
Now for the last part. You can have a group like the Mage Guild, Thief's Guild or something like that.
So let me know what you think. If it was good bad ugly. If made by them there would be more Im sure of.