I was working on the TC quest line and receive my first special job and it was in Solitude. But I can't fine Erikur, the indicator show that he is outside by the ship named Katarian, but when I go there the indicator show that he inside, but he not in the Blue Palace or his home.

Are you sure you're not at the point wherein you have to get the Balmora Blue? If you are then it's

yes I'm sure, because you have to talk to Erikur to get that part of the quest. I have don't this quest before, but I always got the Windheld special quest first, this is the first time that I got the Solitude one frist