It is started at the Old Hroldan Inn.
Sleeping in the bed past 1:00AM, Eydis will awaken the Dragonborn with her screaming. When questioned, she claims that a ghost has been wandering around the inn, "like it owned the place." She goes on to say that she's heard stories about the inn being haunted by one of Tiber Septim's soldiers ever since the Great War.
The Ghost of Old Hroldan will sit in a chair and have a drink. When spoken to, the ghost asks "Hjalti? Is that you?" He thinks the Dragonborn is Hjalti, (Probably because Hjalti was a Dragonborn as well) a fellow brother in arms. Hjalti promised the Ghost of Old Hroldan his sword before they were slain while sacking Hroldan, so that they "could become brothers." He has been waiting since his death.
After receiving the quest, the bartender of Old Hroldan Inn will direct the Dragonborn to one of eight random locations:
- Broken Tower Redoubt
- Bruca's Leap Redoubt
- Deepwood Redoubt
- Druadach Redoubt
- Hag Rock Redoubt
- Red Eagle Redoubt
- Serpent's Bluff Redoubt
- Sundered Towers
- "Hjalti Early-Beard" is Tiber Septim's original name. The ghost of Old Hroldan may mistake the Last Dragonborn for Hjalti due to the fact that both are Dragonborn. If asked about the name, the bartender doesn't recognize it but (correctly) speculates that it may be one of the many names Septim was known by.