To start this quest (which just STAYS in your Miscellaneous Quest tab, so I made up the quest name for it) talk to Vekel the Man (he’s the BARTENDER in the Ragged Flagon). Ask him if he needs any help and follow the conversation until you get the Miscellaneous Objective: “Enter Yngvild Barrow”.
Yngvild Barrow is in the NORTHERNMOST reaches of Skyrim. And why are we here, you may ask?! To Retrieve Arondil’s Journals. There are four of them in total. In this first (rather short and linear) barrow section, you will find THREE of the four journals. Just be careful of the Draugr in here as well as the various ghosts. There are only a few side rooms (which often lead to graves and burial urns) so keep following the path, killing enemies and picking up the three books. Note that at one point you can jump across a gap to head UP a spiraling staircase instead of down. There’s a treasure chest at the end.