The Coldest Sleep
Oblivion: Dark Brotherhood Quest
You'll find this dead drop in the Imperial City Market District. You'll be killing a Nord, Havilstein Hoar-Blood, who lives on the top of Gnoll Mountain.
Gnoll Mountain's peak is a bit tough to get to, simply because you need to walk a long way there. The most direct route is to head to Bruma, and walk the path north until you get to Dragonclaw Rock. Head East from there, past the bandits and follow the trail across a bridge and up a winding path. Eventually you'll reach a cliff, where Havilstein Hoar-Blood and his wolf can be found.
Take him out and head to the ruins of Nornal to grab your reward and the next quest, A Kiss Before Dying.