Once you rescue the King (is this part of the FG?) and the Mages Guild then you can go on and do the next part of the quest in Northern Coldharbor. To verify this, both the Mages and Fighters Guilds should be open and accessible and you can talk to the NPCs in there.
That starts in the Chapel at meeting of the main players. As above, go visit the chapel. Note, there are some others you can rescue before you go to the Chapel, if you want. But, you can rescue them later, and you can't rescue all of them until you do the upper part of Coldharbor.
Enjoy the game, life is what you really want to be worried about.
PakKat "Everything was going well, until I died"
Gary Gravestink "I am glad you died, I needed the help"