According to the UESP, these are the beginning quest stages:


Quest Stages[edit]


Waking Nightmare (DA16)

Stage Finishes Quest Journal Entry

20 I've overheard two citizens of Dawnstar complaining about horrible nightmares. They seem to be relying on a priest of Mara named Erandur for assistance.

Objective 20: Speak to Erandur

25 Erandur has assured me he can end the nightmares, the source of which seems to be within Nightcaller Temple, a place of worship for Vaermina. I have agreed to assist him in this endeavor and we are now on our way.

Objective 25: Follow Erandur to Nightcaller Temple


However, when I first enter Dawnstar for the very first time, then enter the Inn, witness the conversation, the quest doesn't trigger. Nothing happens. The quest won't trigger until I go speak to the priest. Now I know this is not game-breaking or quest-breaking, but it troubles me. Does anyone know why this is happening?

Actually, the quest DOES trigger and start, it's just that you don't get a journal entry and 'start quest notice' until after you speak to Erandur about it. That stage 20 message is meant to be a POST start notice, not a real time one