Tullius gives you a new weapon for your promotion and the title Quester. Now it’s time to regain the Pale, so leave the Castle Walls and head over to Pale Imperial Camp, which is directly west of Dawnstar. Speak to Rikke as you get here and she wants some Stormcloak orders, so another Quest starts.
The Pale Imperial Camp provides access to smithing equipment and an Alchemy table for creating potions. Be sure to Fast Travel back after you complete each sub-mission.