The first quest is Contradicting Convictions which starts in the Jeweled Crozier of Ishgard:
http://ffxiv.gamerescape.com/wiki/Co...ng_Convictions

It should be under Side Story Quests in your Journal.

If you don't have anything in your journal or that quest available in Ishgard it's possible you're missing one of the prerequisites.

1. Main Story quest "Heavensward" completed.
2. Side story quest "Her Last Vow" completed (finale of the ARR Hildebrand questline).
3. Sidequest "Keeping the Ledger" completed (available from the same npc as Contradicting Convictions and has you visit the Scholasticate to find a missing book).