The passing Priest of Mara Sylgja in Shor's Stone speaks of, is Erandur, the Priest who helps you end the nightmares that have been keeping the people of Dawnstar sleepless.
Sylgja's mention of a priest of Mara heading to Dawnstar (around the 1:54 mark):
http://www.youtube.com/watch?v=33C8FQpPSi4
Erandur's history:
http://elderscrolls.wikia.com/wiki/Erandur
It's little things like this that make me absolutely love the Elder Scrolls series.


I know there are certain areas I tend to neglect (like dwemer ruins) because I'm not a huge fan of them - like spending as little time in Markarth as possible because I keep getting all twisted about & being unable to find anything - so I know there's plenty I probably haven't seen. It's stuff like that that keeps me playing.
I don't think they will kill anyone while you're away, but every time you go back you need to rush in and kill the spiders as quickly as you can. 