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Thane of The Pale is obtained by completing the following tasks: The quest Waking Nightmare, which is begun by talking to Erandur in the Windpeak Inn. Then complete three minor quests.
The Dragonborn must be level 22 to obtain the quest to kill a giant, which then leads to the offer to become a Thane (after completing the three minor quests).

Give a drink to Karl, one of the miners.
Sell iron ore to Beitild (unless already killed during Contract: Kill Beitild).
Sell quicksilver ore to Leigelf.
Bring Night Falls on Sentinel to Rustleif or invest 500 GoldIcon in his shop.
Fetch Fine cut void salts for Captain Wayfinder.
Fetch the Ring of Pure Mixtures for Frida in The Mortar and Pestle or invest 500 GoldIcon in her shop.
Sell firewood to Aeri at Anga's Mill in the far south east of The Pale (unless killed during Contract: Kill Ennodius Papius).
Report Cicero to the guard for Vantus Loreius outside Loreius Farm.
the Blade of the Pale is awarded along with the title.
An eighth quest for the local museum also exists, but it does not count towards the quest.
When selling firewood to Aeri, she will ask that a letter be delivered to the Jarl; this does not count towards the quest.