Gran Soren is the capital of Gransys, and thus the biggest city. There are a lot of areas to explore here, as well as many quests that start in the capital, shops, and lots of NPCs to talk to. When you first enter Gran Soren, you are greeted by an NPC named Mason who has some suggestions for you:

Mason: Ah, fortune smiles upon me. Well met, Ser Arisen. I'm called Mason, if it pleases you. Now you're come to the capital a conquering hero, you'll be needing aught to do, eh? My word to you: begin with the pawns. Inquire about them here in Gran Soren. Their kind's woven tight into the fate of the Arisen. If you'd know your destiny, know them.

This starts the next main story quest:

A Matter of Myrmidons
Learn more of the pawns.

Objective
Upon arriving at Gran Soren, you decide to seek further knowledge of the Pawn legion as you wait for Mercedes to deliver her report.

Details
Speak with the capital's residents to gather information about the mysterious pawns

You should also receive the following trophy/achievement at this stage:

The Courier
Entered Gran Soren

Note that some of your old quests, such as Floral Delivery, fail once you arrive at Gran Soren. It will say: Cancelled - Cannot Continue Quest. But since those are side quests, they are not mandatory for beating the game, so just continue doing other quests.

There is plenty of information on the dragon to be found in Gran Soren. Take on some quests and explore the city.

You can start by doing the main quest, A Matter of Myrmidons, as this one is easy - you just have to talk to some people.

Your pawn might suggest to start at the Inn. Either way, open your map and locate the inn, close to the town fountain square. Enter the Gran Soren Union Inn. This inn serves as a guild for local adventurers. Speak with innkeep Asalam to recover health, learn skills, and manage your stored items. Additionally, once you've grown enough as Arisen, you will be able to change vocations here.

When Asalam hears you are seeking information about the Pawn Legion, he suggests you go west from the inn. There you'll find Gran Soren's Pawn Guild. It is a gathering place for their kind. Just tell the sentries you have business with the guild. They'll let you past.

you quest log updates:

A Matter of Myrmidons
Consult the guards and visit the Pawn Guild on the western side of the capital.

Go northwest from the Inn, and talk to the guard, Ser Camillus. He lets you through the gate. You will find yourself in Craftsman's Quarter. Find Barnaby (red circle on minimap) and speak to him. He tells you that he tends to the affairs of the Pawn Guild. The Guild serves as a place of rest for pawns, and as the gate to the Everfall. The Everfall lies beneath Gran Soren. It is a place of great importance to their kind. He refers to you, the Arisen, as the light that guides the legion.

This completes the quest, A Matter of Myrmidon.