Dangerous Webs is a quest available in The Elder Scrolls Online. The Vestige found a Fighters Guild camp where an Argonian soldier is recovering from a fierce battle with spiders. Bura-Natoo's companions have been taken by arachnids. They'll need to break open cocoons in the area to find them.
Once the quest is obtained, there will be three new cave compass indicators. Head to the caves and the cocoons will be found at the back of the cave. The cocoons looks like a giant egg.