After killing the Cultists of Miraak and reading the Cultists' orders, you must know travel to Windhelm. Once there, head over to the docks and look for a guy named Gjalund Salt-Sage. He is the captain of the ship "Northern Maiden" which was mentioned in the Cultists' note. If you cannot find Gjalund, try waiting for the daytime. This is how Gjalund looks like:

Gjalund Salt Sage from Skyrim Dragonborn

Talk to Gjalund and ask him to take you to Solstheim. He is reluctant. "If you are looking for passage to Solstheim, too bad. I'm not going back there anymore. "

If you ask him how he got here, he tells you he is not sure how he got here. You ask him:

"How can you not know how you got here? You sailed here, right?"

He responds:

"There's been something strange going on there for a while, but after this... I'm done. I'm not going back to Solstheim"

Try asking him what happened and why he won't go back. Gjalund tells you it is hard to explain. He remembers those people with the masks coming on board, then next thing he remembers, he was here and they were gone. He lost whole days of memory.

Eventually,  your dialog options will be:

I'll pay you double your usual rate (Give 500 gold) (BRIBE)
You owe me. These cultists you brought have tried to kill me (PERSUADE)
People are trying to kill me, I'm not taking no for an answer (INTIMIDATE)
I'll be back

If your speech skill is high, try persuading him. He gets convinced that it since he brought the cultists here to kill you, the least he could do is to help you get to Solstheim. Besides, he says, maybe you can put a stop to whatever's going on over there. He owes the cultists a bit of payback himself.

Otherwise, The bribing option always works, so choose that and give him 500 gold. He will take you to Raven Rock, which is the main settlement in the island of Solstheim.

The captain tells you:
"Well here we are. This is Raven Rock. Can't say I'm all that glad to see it again. Good luck. Maybe you can figure out what's going on around here"

The "Outlander" achievement is unlocked.

Welcome to Solstheim!