Classy people would choose Solitude.
Edit: I forgot Falkreath. I'm sorry guys.
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1 ReplySolitude seems the safest, it doesn't have thieves, Forsworn, or murderers, isn't covered in snow, and isn't connected to dangerous Dwemer ruins. I'd be afraid to live anywhere in Skyrim. The sheer amount of wildlife and people that would love to rip my throat out is disturbing, but Solitude would be [i]okay[/i].