Queen Aubk-i of Daggerfall is concerned about Nulfaga, the former king's mother, who she fears has gone insane. She will mark the location of Shedungent, in the Wrothgarian Mountains on your map. If you would like to take the opportunity to build up your character in Shedungent, then by all means do so. If you would like to take a little shortcut, then simply tell the banner outside Nulfaga's chamber "shutup" and the door will open. The door to her chamber is just inside the entrance of Shedungent, the banner is on the left side of the doorway. Speak with Nulfaga and then return to Castle Daggerfall and report back to Queen Aubk-i, who will reward you for your help.