I decided to join the Companions and they tell me to go to the guy at their guildhall Jornvaskr.
I am tracking the quest and I see it on the map but no matter which way I go it always seems to be infront or behind or to the side of me and Im going nuts.

Is it INSIDE the Whiterun walls or outside?

Its inside the walls, to the right of the palace steps. You should be able to bring up a local map when looking at the main 3D one, not sure what key it is by default but for me its "L" on PC.

It's the big building behind the priest ranting in the middle of town.

In the map, press L for the local map. This will show you more detail.

Found it thanks guys...and yes it does look like an upturned longboat.