Skyrim: Diplomatic Immunity
This quest is designed for you to find evidence that is supposed to show that the Thalmores are behind the dragon attacks.
You have to attend the Thalmor Embassy Party. The first thing you will be faced with is creating a distraction so that you can go on unseen. All you have to do is find Razelan, who is sitting on a bench near the counter, and give him some wine that you can find on the said counter.
At one stage you will be faced with a door that requires a key to be opened. There is another door that leads outside that you can take and enter through a different way without having to find the key. There are multiple guards outside though, so be careful.
Then you will have to find several pieces of evidence. They are marked on your map and are fairly easily found. You will have to kill the guards if you are found. After you are done simply escape and the quest is over after you talk to Delphine.