You mean Caius Cosades? After you meat him join a faction (e.g. thieves guild, mages guild, fighters guild) and try to leve up and make money. You are too weak for the main quest at the beginning. When youare level 5 to 8 return to Caius Cosades ans speak to him again. He will tell you to investigate a few things. In the beginning you get all main quest missions from him.
