Terror in the Cairn is a quest. It starts after you've spoken to Septon Garibald in A New Beginning and consists in helping a village with a wight problem.
Starting the Quest
Attention: In order to start this quest you must have A New Beginning active or completed, as this is the only way to talk to Septon Garibald without him saying he's busy.
Talk to Septon Garibald and he will point you to Goodman Tom, a villager that is seeking a knight's help with a wight. Goodman Tom is at the tavern in The Weeping Town.
Talking to Goodman Tom
Once you've spoken to Septon Garibald, make your way to the tavern of The Weeping Town, once inside you should talk to Goodman Tom and he'll explain the problem.
After that, make your way to the village of Cairnhall, it's not far from where you are, head west through the woods and you should reach it after a little while.
Once in the village you can explore the houses or ignore them completely as there is nothing but a chest with 3 Dried Meat in the white hut behind you when you spawn in the village. Head through the fog past the hanging corpse and you should reach a hill, at the top of it you will encounter a maester inside a cript.
Talk to Maester Bayard and he'll explain that the villagers confused him for a wight. After you've spoken to him make you way back to The Weeping Town.
Finishing the Quest
Back at the tavern, talk to Goodman Tom and explain that the wight will not be a problem anymore, once that's done the quest is completed.