Defeat the warrior Thane in a sparring match.
This is a very difficult quest early on in the game. One hit from Thane will kill you if you try to defeat him as soon as you get this quest. Complete at least one dungeon and you should level up enough to take more than one hit from Thane, plus do much more damage with your scythes.
Completing this quest unlocks 3 more quests. Thane will ask you to Find and Kill Bheithir, Achindna, Gorewood and The Deposed King.