I've gotten to a point where I've been given two main story quests that both seem like "final" quests and I wasn't sure which one to do first.
I had both Council of the Five Companions and Messages Across Tamriel in my log. Reading their descriptions in my log, it seems they both will take you to Cold Harbor and to Molag Bal.
I went ahead and started Messages Across Tamriel first and am now in Cold Harbor... but now that I'm here, I'm wondering if I should have started and completed Council of the Five Companions first? Can anyone give me some guidance here?