Why do WIndhelm guards arrest me when I enter Windhelm first time?

I didn't commit a crime in Windhelm hold - killed there only wolves and skooma traders for a Riften quest.

I escaped from Helgen with Ralof and got a quest to join Stormcloaks.

Can it be related to my membership in Thieves' Guild? Or to my Thieves' equipment?

After Whiterun I've gone directly to Riften. No Companions, no other cities.

Also, all people in Darkwater Crossing are aggressive to me.

Any сlue?

It's not a real problem for me (I've paid to guards and entered Windhelm), but I want to understand the reason - why?

Stop right there! CRIMINAL SCUM!

Any chance you stole a horse from the stables before going in? No pickpocketing or stealing anything?

No horse, I travelled to Windhelm by carriage. No, no.

Odd. I hope it isn't to do with being in the Thieves Guild, got a quest to hand in at Darkwater :<

Aha. I wanted to make Annekke Crag-Jumper my follower. I'll try to visit Darkwater again after joining Stormcloaks (saved yesterday still in process of their pre-quest).

When you start the game , you must go to the little village. After speaking to Gerdur , any chance you killed 3 Imperial Soldiers escorting an Stormcloak?

Yes, I did meet this escort, but not in Riverwood. I met them near Darkwater (when trying to visit it).

And I tried there 2 variants:
- to free the Stormcloak
- to leave them all go.

When I tried to free the Stormcloak, I killed soldiers but couldn't save Stormcloak - they always oneshoted him at the beginning of fight.

The result of two these variants - all dead, all alive - is the same arrest.

Tell me that I had to kill soldiers before they oneshot Stormcloak Found the reason?

Kill them before you free him, their aggro goes to you and they leave him alone

Thanx!