So, the Emperor believes that you might be passed off as the long-lost Nerevarine as a way to keep the rowdy Dunmer in line. Caius Cosades isn't so sure, but since the Emperor is taking this seriously, he is going to take it seriously. If you have been following the conversation threads about the Nerevarine with the various NPCs, you'll also know that the Tribunal Temple has made a practice of treating Nerevarine wannabes as heretics. The last time I checked, medieval societies typically treat heretics to a genuine celebrity roast, with the heretic in the starring role of the roast. Ah, the things we do for our Emperor.
Be that as it may, Cosades wants you to go talk to the Ashkhan and Wise Woman of the Urshilaku Ashlanders. You hopefully picked up your "essential supplies" and are now ready to rock 'n' roll.
Getting to the camp can be a bit of a haul. Take the silt strider to Ald'ruhn, then take the silt strider to Maar Gan, then follow the foyada on the east side of town all the way up to the coast. Go east around the headland at the shipwreck, past the Daedric ruins and you'll find the camp just on the other side of the hill from the ruins. A much easier/faster way is to take the Silt Strider from Ald'ruhn to Khuul and then just follow the coast eastwards past the shipwreck and Daedric ruins. The only hitch is that you'll need to either swim, have a Water Walking spell/potion or be able to levitate. You'll also miss out on all of those lovely random encounters and these interesting things:
You'll be coming back this way a few times -- get used to it.
Let me make a very special point of telling you that if you kill anyone in this camp, you're in trouble. If you kill the gulakhan, Ashkhan or Wise Woman, you are well and truly hozed. If you kill anyone else, you'd better have the key to Fort Knox and be the original silver-tongued devil because you're going to have to do some SERIOUS sucking up to make up for it.
Once you get to the camp, remember what Hassour Zainsubani told you. You just don't go barging into the Ashkhan's or Wise Woman's yurt. You'll have to work your way up the line to find out who can get you in. Now these folks are refreshingly honest. Ask about "thoughtful gift" and they will tell you that gold works just fine. Well, a couple of those wandering outside want things like Trama Root or Kwama Eggs. But gold does work wonders. It is, indeed, the grease that eases the wheels of commerce and warms the cockles of just about every pea-pickin' heart in the place.
You can get in to see the Wise Woman to ask about "disturbing dreams" and get services, but nothing on the Nerevarine yet.
Anyway, the person that you need to wind up with is Zabamund, the tribe's gulakhan. Once you get his disposition up to 60, follow the "Nerevarine Prophecies" thread (don't be "curious") and you should get four choices on how to convince him:
Once you have convinced him, pop over a couple of yurts and talk to Sul-Matuul, the Ashkhan.
Sul-Matuul tells you that you must first be adopted as a Clanfriend before he will discuss the Nerevarine prophecies with you. In order to become a Clanfriend, you must undergo an "initiation rite" (sounds like you're trying to join a fraternity, doesn't it). And the initiation rite that you must undergo is to bring him... a shrubbery! Oops! Wrong story. <ahem!> You must bring him his father's Bonebiter Bow from the Urshilaku Burial Caverns.
The directions are fairly simple. Head east along the coat until you see a pile of stones on your left. Then head directly south until you get the door of the caverns on the north side of a hill. Take the directions literally. Go DIRECTLY south from the pile of stones. OK, you can dodge around rocks. It's not like the door is going to disappear if you deviate from the course. You should run right into the Urshilaku Burial Caverns. (It's a bit too long to keep the page manageable, so just follow the link.)
Once you have the bow, return to Sul-Matuul. He'll name you Clanfriend, let you keep the bow and send you over to the Wise Woman's yurt.
Nibani Maesa is a little more welcoming than the others, at least once Sul-Matuul has cleared the way for you. You have one thing that you absolutely MUST do here and a lot of things you should do. You absolutely MUST ask her whether you pass the test or not. It can be the first thing you do or the last thing you do. But if you don't do it, you're going to be coming right back because Cosades won't want to talk to you until you have her definitive "no, but maybe later" answer and the two books that she will give you.
You also have several conversation threads that you should follow up on. It will take a while, but exhaust every one of them. The information will help you as you go along. She will also tell you to seek out the Dissident Priests to find out which "lost prophecies" they might have squirreled away in their library (not being able to write means having to trust someone else to get it down for you -- doesn't always work).
OK, you're not the Nerevarine now, but you might be in the future. You need copies of the lost prophecies from the Dissident Priests. You're on a collision course with the Temple and the Ordinators (the Tibunal Temple's version of the militant orders and Jesuits). And on top of that, it's a long walk back to Balmora. What else could go wrong? Your next mission. That's what.
Report to Cosades. He'll try to get a message to Mehra Milo about the Dissident Priests. In the interim, he'll give you 400 golds to prepare for your next mission. If you are 6th level or higher, he says that you're ready. If you're less than 6th level, he sends you back to training and freelancing and says to check back in a while.
If you're only 6th level, I'd make it a LONG while. Come back when you're about 11th or 12th level.