Your companion during Unbound will suggest that you loot the mage's body. To do so, you will need to use the lockpicks given to you by Ralof or Hadvar, or retrieve the lockpicks from a knapsack on the nearby table and pick the lock to his cage. This will allow you to retrieve the first set of mage's clothing available in the game—novice robes and a novice hood—as well as two potions of minor magicka, and 25 gold. Beside him in the cell is a further four gold pieces, another potion of minor magicka, and a copy of the Spell Tome: Sparks. Even if your character is not planning to be a spell-caster, it is worth retrieving these items for their resale value (or for disenchanting).