Board Thread:Skyrim/@comment-115.70.42.109-20150417010210/@comment-6881629-20150525114938

Taking any quest item without the quest will usually mess it but up it is impossible to tell that Roggvir's Amulet of Talos is a unique quest item though without prior knowledge (a similar thing can happen with Fetch Me That Book!), for anyone on PC the unofficial patch fixes a lot of the bugs in the quest.

The Return to Grace walkthough does say take the amulet from the coffin though.