It will be a quest giver, meaning a rock or a tree which you greet by clicking on the object once you arrive, you will then be given a quest to complete, on completion you will be rewarded, rewards can be Learning Points, Experience points, a Gilding leaf or Hunger reduction.
http://ringofbrodgar.com/wiki/QuestScroll to the bottom of the page.

The first few quests are usually in pretty close proximity to your hf, they move further away the more you do. Personally I enjoy the quests from time to time, it gets you out and about and exploring is always fun in my eyes, the rewards get better as you complete more of the quests and they get harder. Go for the first one and then you will see what I mean.

@ Vatas, thanks for providing the extra info ^^ ...

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