Your encounter with these cultists in one of the major towns, start the DLC Skyrim: Dragonborn
Background
Cultists of Miraak come searching for the "False Dragonborn" which they think is you, as opposed to the "True Dragonborn"
Actions
Talk to the cultists, then fight them
Cultist Orders
After you have beaten them. loot and read the Cultists' Orders they are carrying