Checking Up On Nulfaga
You must be at least 3rd level to do this Quest.
The Main Hall of Daggerfall Castle
There are three NPCs that you will have to talk to in this room. For right now, you need to talk to Queen Aubk-i. King Gothryd will behave as any noble NPC (offering you the occasional quest if you click on him) until you have almost completed the Main Quest. So, unless you're interested in doing a random quest for him, just leave him alone for now.
Queen Aubk-i at Daggerfall Palace (that's her on the left) will ask you to go check up on the Queen Dowager, Nulfaga. Nulfaga lives in Shendungent, her castle in the Wrothgarian Mountains. It is almost all the way to the eastern edge of the map and is the only orange dot in the region (assuming you haven't been adventuring in the province), so it is not hard to find. Nulfaga hasn't been quite right in the head since Lysandus died and you are to make sure that she's still alive and kicking.
Nulfaga (the charming lady on the right) was Lysandus' mother. Report back to Queen Aubk-i after talking to her. There is a time limit on the mission, so be careful of your travel time (it's a loooong way to Shendungent and back again). If you are playing the release version of the game, you will be given some ungodly amount of time to complete this quest (a few game years, if memory serves). The time is more realistic at about 150 game days.
When you get to Shendungent you have two choices on how to approach it: the easy way or the hard way. The hard way is to wander around until you make your way into the room right in front of the entrance. If you want to do it this way, head west from the entrance and up. You'll be looking for a lever in a side room behind a secret door that will raise a portcullis which lets you get into the corridor behind the main room. At lower levels you'll find Shedungent populated by Mages and Battlemages, but at higher levels you'll find liches and their ilk. The Queen Dowager will be up the stairs. Talk to her and that's all you have to do besides get out again.
The easy way is to click on the Daggerfall tapestry beside the door that's right in front of the entrance (the Daggerfall tapestry is the green one with the Dragon on it). Say the magic words ("Shut up") and the door will open, you can kill the two bad guys in the room, go up the stairs, talk to the lady and leave. Queen Aubk-i will give you a few gold pieces for your troubles and you will be on your own again.