The first time you visit Riften, before you have paid the "visitor's tax", the guards at the Riften Docks still have their Vanilla greetings, saying that the gate is closed. Which gate? That has been removed by Open Cities, so you can just walk through! Now the real issue is that you cannot exit through another gate (although it seems to work for some gates during some circumstances. Hmm...), because they are linked to the "visitor's tax" quest. This definitely needs to be looked over. I suggest adding the appropriate dialogue also to the dockside guards, but in addition preventing players to walk past them once you have left the conversation. This could be done similarly to what is done at the College of Winterhold bridge, where you will just get stopped again if you don't return the way you came. Alternatively, one could add an invisible wall, but that is immersive breaking IMO.