Look on your map smart stuff
The redguard woman is Saadia. You can find her working in the Bannered Mare in Whiterun.
Yes, there are children in most major cities (Holds). the easiest city to find them in is Whiterun or Riverwood.
The Bannered Mare Inn in Whiterun.
Right by the pet shop in Whiterun.
It's right next to the stables.
There's a misc objective in the Temple of Kynareth in Whiterun to find Andurs Amulet of Arkay in Whiterun you get 15 gold for completing it so you could keep that for a while before claiming your reward.
Go to the companions in Whiterun and do all there quests they will offer to turn you
The nine holds of Skyrim are; Eastmarch (Windhelm) Falkreath Hold (Falkreath) Haafingar (Solitude) Hjaalmarch (Morthal) The Pale (Dawnstar) The Reach (Markarth) The Rift (Riften) Whiterun Hold (Whiterun) Winterhold (Winterhold)
You have to go to the Companions in Whiterun. After a few quests they will turn you into a werewolf.
Whiterun, it's the Companions meadhall, Jorrvaskr.
In Jorvaskr on the east side of the city's Residential district.
If you win the drinking contest at the inn near the alchemist's shop in whiterun, you will begin a quest that rewards you with a fairly powerful staff.