Swamped

Run up and take the smaller statue from the priest...
Is what this person seems to want you to do. But its starting to look like this person is in fact against the faction who controls this city, and is using your outsider status to perform actions they couldnt without risk to themselves. Considering you were planning to have at least some degree of alliance with this faction, turning on them now, for no reason other than someone told you through a bear, seems kind of reckless. At least, not without further incentive...
Then again it might be possible that the bear-person is part of the city faction and this is all some kind of elaborate test to make sure you really are loyal to them before they let you in on tasty alliance secrets. But that seems increasingly unlikely.
Hold the bear, and dont do anything, unless it looks like your life is actually going to be in danger.

Edit: Ok actually it was basically stated that the bear-guy is not allied with whoever runs this city in the note (also we totally forgot to wait for the Vice-Mayor, oops). So with that in mind:
Youve been willing to follow the instructions so far, but so far theyve been relatively harmless to your life and your chances with allying with this faction, as long as youve acted cautiously. But interrupting a sacred ritual in front of numerous people, guards and priests alike, is different. You cant exactly be stealthy. So unless the voice gives you more detail on what you need to do, and it isnt really bad for you, dont do anything.
...maybe they just want you to throw one of the books at the statue the priest is holding?