Orthonn has directed you to Othrikar, the nearest outpost that would welcome a weary traveller.
'You must be weary from your efforts and long travels, ${PLAYER}. Loth as I would be to see you leave, I feel obligated to tell you that there is a dwarf-keep not far from here that offers far more by way of comforts than this sad little camp-fire ever could.
'Othrikar is the name the dwarves have given it. They are friendly, as dwarves go. If you wish to find a more habitable place to stay, it is a very short distance to the north-east, a stone dwelling nestled into the hills.'
Othrikar can be found to the north-east of Orthonn's camp, in the northern hills of the Kingsfell.
You should seek the dwarf fortress of Othrikar.