Easy way to get out of Utgarde Keepas a rogue, you'll need shadowstep to do this. Just before the last boss there is a dragon that flies down onto the path from the overhead platform, as it begins its decent down to the path you need to shadowstep it, this will take you over the barrier and you will fall down safely into the water.
You are then free to explore instance Fjord!
Edit: Utgarde Keep, not pinnacle, sorry!