This mystery can be found in the forests in the east of Glowecestrescire. As you approach the area, you’ll hear two children speaking about a dead Dane warrior. Speak with them to begin the mystery.
After the conversation with the children, you’ll need to find the axe which belonged to the warrior. It is currently in the possession of a child who can be found to the northwest of the body. Go there and speak with the child to retrieve the axe. You’ll have two options here, both of which result in the axe being handed over. However, the first option which requires Charisma level 4, is the friendliest. You won’t actually trade anything with the child, other than words.
Once you have the axe, return to the Dane and interact with the body to complete the mystery.