A scout has encountered Gandalf while riding in the Westemnet, and the wizard mentioned that he wishes to speak with you.
'I passed the wizard Gandalf upon the road not long ago, and he mentioned that he wishes to speak with you. The king is in the Westfold, at Helm's Deep -- he braces for war!
'Will you ride to him? Gandalf is apparently searching high and low for Erkenbrand, Elfhelm, Grimbold, and all their company. He needs your help.'
Gandalf can be found upon the road in the centre of the Westfold.
You should make haste and ride to Gandalf.