Inside the cave during your first mission for Dragonreach, you must solve a combination puzzle. Look to the wall above the closed gate and notice two heads with a gap in the middle. Each one holds a picture of a creature (snake and dolphin). On the floor by the lever is the third creature (snake). The combination is Snake, Snake, Dolphine. The second combination is found deeper in the chambers. It is a turntable combination, which is harder. This one is Bear, Owl, Bird. Insert the claw and the door will open.