Same path of Hall of the Dead in Windhelm. Just walk along it and it should activate.
Do you remember anything else? I have been running all over Windhelm, including up and down the path in front of the Hall of the Dead and no quest giver appears.
That's for the first daughter... the quest giver herself is at a gravestone just south of Jorunn's Stand Wayshrine (Gravestone by a tree) Your screen will turn blue and the atmosphere will change when you get close to it.