so, I see this lady mercenary walking down the path east of WhiteRun and I stop her to find out what gives.
She says "There's been a report of trouble in the area, I'm going to check it out".
I say, "What kind of trouble?" ... She says, "I better not say..."

I tried to persuade her but my other option was to BUY the information.
Buy, I'm a cheap sunuvagun so I terminate the conversation thinking I'll simply follow her to her destination and see for myself.

So... 25 minutes later (did I mention she is 'walking' ... omg... who 'walks?) she stops at a Stormcloak encampment west of Dragonsreach/Whiterun just before the Voltheim Tower. That's it. She stands there in the camp. NOthing else.

I waited until the next day but she was still just standing there. She wasn't even going to talk to me!?

Please.... someone tell me what I could have participated in had I paid to join her!!

Sorry but if I told you, I'd have to shoot you (in the knee with an arrow.)

Needless to say, it was something amazingly interesting and exciting that you have missed out on, pity really.

This is why I demand an answer from them, made the same mistake of following one. They get angry at my demands and attack me... they die, I take their stuffs... I call that a win

I had the same thing in a different area, only he didn't walk anywhere. He ran away for a bit when a dragon attacked, but after that he returned to where he was standing.

You, sir, are very very nasty!

Seriously though... I'm sure there was a mini-quest in there somewhere?? Anyone? (besides Crash here .LOL )

If I remember correctly, they add a location to your map, a bandit camp for example. May be wrong, though.

I'm sure it's a radiant quest, likely a fight with a bunch of low level bandits and no good loot but then again my just guessing as I have not seen this yet

^That.

It's entirely random with a new area added to your map and a place to clear out. Nothing really special.

Almost certainly.

Almost. You get a location added to your map (sometimes a giant camp!) to a leveled area to clear.

They are investigating a nearby disturbance and will add the location on your map if you pass the speech check. I'm guessing that in your case the disturbance was the Stormcloak camp.

You may meet others on your travels, I don't think that mercenarys are unique encounters.

I kill them when I can't get any info

Was she Dunmer? I paid her the money and she said she now had time to kill. She stopped right there as if waiting for me and 'map updated' showed in the upper left. Unfortunately, my map was so cluttered with symbols that the location could have been anywhere. There should have been a quest marker. Also, M'aiq the Liar happened to be nearby, so I pvssyd with him before leaving.