Speak with the leader of the Companions

South of the city of Whiterun is Pelagia Farm. Upon your first visit to the tiny farm, two warriors will take down a Giant, afterwhich you discover that they are all members of the Companions, an order of closely-knit, somewhat-tribal warriors. The two are named Aela the Huntress and Farkas.

Aela will confront you after the fight to ask why you didn't help--the game is scripted so that they kill the Giant before you reach them--and leads you down a series of questions and answers that eventually guide you to seek out the leader of the Companions in Whiterun, just up the hill on the other side of the farm.

Head to the northwest corner of Whiterun to find Jorrvaskr, a prehistoric-looking hut at the top of a rise to the right. Inside, go to the far right of the building. Tilma the Haggard is usually sweeping on this side. There will be a staircase behind a wooden railing adjacent to the wall--descend it.

Once in the basement of Jorrvaskr, follow the main hallway to the right and enter the small room at the opposite side. Inside, Kodlak Whitemane, leader of the Companions--although the Companions claim to have no leaders--and a more experienced Shield-Brother named Vilkas will be seated at a table in the corner.

Speak to Kodlak Whitemane to complete this miscellaneous quest. If you'd like to join the Companions, choose the appropriate option.