Every hold capital is led by a Jarl. Hold capitals are those nine major cities marked with their coat of arms in the in-game map. Apparently you've met Balgruuf, the Jarl of Whiterun, and you thought he was the Emperor. Understandable. However, The Emperor resides in Castle Dour in Solitude, behind locked doors where you can't enter. Solitude's Jarl is the widow of the late High King, Torygg. High King is the ancient title for the (Nord) leader of Skyrim, and at the moment, Skyrim doesn't have one. Ulfric Stormcloak, the Jarl of Windhelm and the leader of the Stormcloak rebellion, would love to be one, though.
