You had been walking to Whiterun, and had seen The Companions fighting a Giant.

After they had killed the Giant, a red haired woman, with green facepaint of a scar walked up to you. She seemed to be an archer.

You walked up to her, asking what all of this ruckus was about, and what The Companions were,

"An outsider, eh? Never heard of the Companions? An order of warriors. We are brothers and sisters in honor. And we show up to solve problems if the coin is good enough."