You unsheathe your Shortsword and surrender it to the guard. In return she gives you a wood token stamped in red ink with a sword emblem. You tuck the doubloon into a belt pouch for safekeeping. You'll have to leave through the Main Gate to retrieve your weapon.
The guard waves you through and you cross the threshold into Greyrose. You begin to ask a stranger where the Market Square is, but judging from the bustle of activity and noise it's just a few blocks ahead.