So if you talk to Birna (misc shop keeper in Winterhold), she'll tell you that basically, her brother's a drunk. Go over to the tavern/inn, and the inn keeper will ask you to help locate his lost love, in hopes of saving him from himself. Talking to the woman who helps at the inn reveals that this mystery woman ran off to the Thieve's Guild in Riften. Vex in the Ratway tells you she ran off to Hobbs End cave.

Where the hell is this? I'm interested in the story, and the fact that there are no actual misc quest items, and that you need to take it upon yourself to find these people to talk to, is a nice touch. Does it end at Hobbs End? Is it worth trying to find the place? I haven't run through the dialogue on my cirrent character yet, but it takes all of ten minutes to get where I left off.

Along the northern coast; west of Saarthal, east of the Lighthouse.