"One of the undaunted" in Solitude

splarv

I created new character for the West Skyrim. Now I am an orc from Ebonheart Pact in Solitude. I just has got quest "One of the undaunted" for introduction to the Undauted guild. But this quest lead me to Daggerfall, but must lead to Davon's Watch, newbie location of my Pact, as well as other Guild Quests.