1. Find lord commander jeor mormont (usually out patrolling).
2. Go to castle black and find jon snow at the wall. Leave then go back to wall and join the ranging.
3. Explore the first location (the tree in the center of town and the chest a little bit behind in a clearing).
4. Explore crasters keep (the house where you start and the chest on the side of the fencing of the house).
5. Explore the Fist. After spawning at the Fist turn around and walk down to the stone wall. To your right hand side is a chest.
6. Fight the wights that attack (warning they're pretty strong bring lots of troops).
7. After the fight you end up in castle black, just talk to maester aemon. He tells you the north is now in control of the boltons and many northern lords have sworn loyalty to kings landing.
8. After you complete the quest northern and riverland lords (bolton+freys) join the westerlands and you gain 5000 exp.