Depending on who you sided with in the Prologue (Athenril or Meeran) this quest is different. If you sided with Athenril you will find her in the Red Lantern District in Hightown where she will explain the issue. You should receive a codex update on The Carta for speaking with her. Head to The Docks at night to start a fight with numerous Coterie. Once you save Pryce you can either retrieve the goods or let Pryce have them to start a new life. If you let Pryce go then you will receive no coin when you return to Athenril, but you can tell her whatever you want to save some face.
If you sided with Meeran during the Prologue then find him in Lowtown at night. Agree to his task then head to The Docks at day, on the eastern side you will find Gustav under attack from multiple guards. Slay the attackers and when approached by Harriman either kill him or let him go. Return to Meeran in Lowtown at night and tell him what you want to complete the quest.