As a consequence I can't start Dawnguard either.

This is weird since the first time I went looking for the cave that leads you through to the fort I found it without any problems, but for the past hour or so I've been running around the area where the quest marker is on my map and I can't find it for the life of me!

Has anyone else encountered this problem? Is it a bug/glitch or something??

EDIT: I have the quest and I am level 25 so there shouldn't be any problem...the quest marker appears on my world map but not my minimap even though I have it set as an active quest.

D'OH!!
Alright nvm...ffs the quest marker is NOWHERE near where the cave actually is. Just found it now after watching a video tutorial on youtube...I still think it's weird considering I had no problem finding it the first time I played Dawnguard.

The quest marker is bugged.

My best directions are:

From the stable gate of Riften, head around the east side of Riften hugging the wall until you hit a paved road.
Once you are on the road, head southeast.
You will pass a ruined fort on your left and then reach a bridge.
On the far side of the bridge there is a path to your left leading to Black-Briar estate.
Keep heading southeast down the road and you will see the cave to your left shortly after passing a turn off to your right.

Use clairivoyance. I believe that works.