Head to Old Attius Farm, which is east of Raven Rock. There, you find some Ash Spawn attacking an NPC named Captain Veleth.

This begins the side quest, "March of the Dead" which is one of the two quests you need to do in order to own a home in Raven Rock.

Your first objective is to kill the ash spawn attacking Captain Veleth, so do that:

Ash Spawn from Skyrim Dragonborn

When they are all taken care of, speak to Captain Veleth. Veleth thanks you. He was not sure he'd make it off this farm alive. His man did not make it. Ask Veleth what were those creatures to learn about the Ash Spawn. Then, ask him why he came to the farm. He tells you he was looking for clues that might lead him to wherever they're coming from. Vereth knows that this isn't the best place to start, but he knows they've been coming from this direction.  The Ash Spawn started attacking the Bulwark a few weeks ago. Veleth's men were able to kill them, but they keep coming back. There have been two other assaults on the Bulwark at different spots on the wall. It sounds crazy, but it's almost like the Ash Spawn are becoming more organized and probing it for weaknesses. Veleth suspects that there's a motivation to their attacks. Something has to be directing them against us and we need to find out who, or what it is.

Tell Captain Veleth that You'd be glad to give him a hand, and he says that he could use all the help he can get. Besides, he does not feel comfortable leaving Raven Rock behind, and he'd hate to lose any more Redoran Guard.

Ask him where to begin. Veleth tells you that they were searching the farm when the ash spawn ambushed them. He wants you to have a look around and see if you can turn up anything useful. Veleth does not know why the attacks are coming from the Attius Farm, so this is as good a place to start as anywhere else. It's a good thing the farm's been abandoned for a long time. He'd have hated to see what they would do to an unarmed farmer and his family.

You can also ask Veleth about Miraak, but similar to Adril Arano, he is unsure and just tells you that he had something to do with a temple here on the island.

Your next objective is to search the Attius Farm for clues. The Captain tells you to report back to him if you discover anything unusual.

Enter the Old Attius Farm.