Ulfric Stormcloak looked at you, as you had approached the Hold of Windhelm. He had recognized you, but didn't exactly remember from when, as he looked at you in shock.

The guards around him would keep their eyes peeled on you, making sure you wouldn't make attempt to kill him.

Ulfric himself, would expect you to say something first, to prove if you were truly worth his time, but you did get a feeling that he was very powerful, and did have a right to think that, as he didn't know you.