Jeelius

An Argonian initially found unconscious on the sacrificial altar inside Lake Arrius Caverns during the Dagon Shrine quest. You are given the choice during the quest to kill him. If you do not, the Mythic Dawn cultists will attack you. If you choose to wake him, he'll flee, not even giving you the choice to talk to him. It's hard to protect him because he runs so fast, but it's well worth it if you succeed. If you manage to get him out of the cave alive, you can go see him later on in the Temple of the One in Imperial City Temple District. If you do, he'll advance your Alchemy, Restoration and Mysticism skills by 1.

The Easy Way
There are two ways Jeelius can die, so make sure you do these in the right order. First, make certain you clear the cave of all enemies, as Jeelius won't be able to defend himself. Then wake up Jeelius, and only after Jeelius has left the sacrificial altar should you remove the Mysterium Xarxes from the pedestal. When you remove the Mysterium Xarxes from the pedestal the large statue of Mehrunes Dagon behind you crumbles, usually resulting in Jeelius' death if he's still on the altar.