After handling 2 jobs in your chosen profession, head back to Caius Cosades. He says you're now ready for orders.

Go to Hasphat Antabolis at the fighter's guild and ask about the Nerevarine cult and Sixth House cult. He warns that you'll have to do an ugly favor first, but do it and get info and report back.

He says to be sure to learn about Morrowind history, and also to read his books.

Your journal is updated.

Ask Caius about Morrowind histroy, get "A Short History of Morrowind".

Go to Hasphat in the basement of the fighters guild. He says he wants a Dwemer puzzle box in Arkngthand, at the Dwemer Ruins. His directions are to go south past silt strider port, then cross bridges. Head north towards Caldera. Turn right at signpost for Molag Mar. Up hill over bridge. Entrance is on east side, south of the bridge. Turn crank on pipe to open doors.

Ask him about Morrowind history, gives you On Morrowind book. Updates journal.

Head out. Note that a guy on the bridge makes skeletons and zaps you! Be prepared for this battle.

Elder Scrolls Morrowind Walkthrough