He asked the rune warrior to drive the goblins away. The goblin thieves are directly south of Mjörn and did not prove a threat to the rune warrior.
After the thieves had been taken care of, Mjörn asked if he could do something to help the rune warrior. There are three possible options:
When asking Mjörn for food, he would grant 750 food to your rune armies' resources.
Mjörn could be asked to fight on her side as a warrior.
Mjörn could close the cave entrances to the south and thus reduce the number of undead roaming around your base.
Tips and Tricks
Sealing the caves is by far the best choice. Mjörn is a bad warrior since there are lots of mummies on the map and Mjörn only deals physical damage. The food is neglectible, there are enough animals in the vale and after having obtained the dark elf monument, there will be enough food available.