I talked to the farmer and the crazy guy with the broken cart about 6 levels ago. Got the farmer to help the crazy guy and everyone was happy. But no one has ever approached me.

I stumble upon the crazy guy again (Cicero?), still on the road saying, "Mother and I will wait right here" and the farmer, who is asleep, will only say, "I just have to get some tools together..."

Something's not right...

Go to Windhelm into the Aretino residence.

That's not how they contact you, though it brings up some additional dialogue later. This is how you join:

Ah. Thank you.