First off: this forum won't allow you to post the place name properly, that's why, kinda funny...
I stumbled upon Mist Watch while attempting to walk to Riften. I'm a fairly low-level and new player. It was a hard battle, lots of running and hiding required, there was a very strong hard-to-kill archer there. I whittled her down to almost nothing from faraway cover, and I guess Lydia sneaked in behind her and finished it, because I couldn't for some reason.
So I get to this guy Christer. He keeps asking me to help him, but I never get the option to help. There's a nearby door where I can hear there's bad guys behind it. Need a key, can't find it anywhere. Check Christer, he has it, so I pickpocket him. My first time doing that, it had a 59% chance of success, seemed high for a pp beginner, so I figured I was supposed to get the key this way. Weird thing is, Lydia somehow got behind the locked door while I was looking for the key, but I couldn't.
Anyway, I progress, find a locked chest and cookfire up top etc. But now I check the wiki, and nothing is like it described. No Christer's wife, he didn't offer the key, no note about the wife, no dead Imperial woman, etc. etc.
Question: apparently there's a Mist Watch quest. I didn't have it. Is it too late to get it now, or if I can still get the quest, will the baddies respawn and Christer and his wife all appear and act correctly? Or should I just load a prior save and skip the whole thing until I get the quest? If I keep what I did, I don't think I'm missing much, but not sure.