Delphine is one of the last remaining members of the Blades faction, alongside Esbern.
She is first seen in Dragonsreach after the Dovahkiin has explored Bleak Falls Burrow and uncovered the Dragonstone for the court wizard Farengar, playing in as his apprentice.
Later, while the Dragonborn is searching for the Horn of Jurgen Windcaller, the Dragonborn finds the horn missing, and in its place a Mysterious Note telling them to head to the Sleeping Giant in Riverwood and rent the attic room.
At the inn, Delphine approaches them and reveals then that she is a member of the Blades, seeking the Dragonborn's assistance in slaying a dragon at Kynesgrove. There, they find Alduin, the black dragon that attacked Helgen at the beginning of the game, resurrecting another dragon.
After defeating the revived dragon and absorbing their soul, she comes to believe that the Thalmor may be involved with the re-emergence of dragons in Skyrim, and sends the Dragonborn to infiltrate the Embassy located just north of Solitude. There, the Dragonborn comes across evidence not of their involvement in the re-emergence of the dragons, but that they are search for a Blades member named Esbern, and with this, she sends the Dragonborn to fetch the surviving blade.
Once Esbern is notified, the three of them begin searching for a ruin called Sky Haven Temple. Once located, they discover Alduin's Wall, and learn that the Dragonborn is the "One they fear".
Delphine then tells the Dragonborn to seek a peace treaty with the Greybeards, While an argument stirs up between the Blades and Greybeards at first, Arngeir reluctantly agrees to let them participate in the meeting.
After the meeting, Delphine will become aware that Paarthurnax, the leader of the Greybeards, is alive, and demands the Dragonborn to kill him, telling them he is either with the Blades or against them; from here the Dragonborn must make a choice...