You're going to a fort just down the road. Here's a map. And he's a compass that points you directly to it. And here's a blinking icon on the map. We also highlighted the trail for you.
Go fuckin find a cave named Gljhsdfouhes caverns. Its "eastish" of Balmora or fuck was it Caldera. Its near a tree or something. I dont know..."East" just go east fucker.