Q&A for How to Beat Skyrim

Miraak is part of the Dragonborn DLC, and this tutorial is for the base game storyline.

After you escape the party, either kill everyone in your way to obtain the key, or sneak to the room with the hostages. In the instance that you took the stealthy way, you will need to wait a little longer with the Thalmor to enter the room and shout out that they know your plan and threaten to kill the wood elf who helped you. Perch up with a bow and kill these people to save him. WHether or not he dies, they have the key to the hatch that the prisoner tells you to go through. If he is saved he gets killed by a frost troll after you drop down through the hatch.

Yes, actully, it would be nice because you need strong weapons for defeat Alduin.

No. Side missions are not a part of the storyline. You just have to beat the game's main storyline.

Use the dragonrend shout (go to the Septimus guy behind winter hold collage). And have a powerful sword/weapon, like the blades sword fine.

You don't have to kill Paarthurnax if you don't want to. It's an optional part of the main quest that you can choose not to complete.