You retrieved the Lance of Heorot, the weapon that could be the key to defeating the Immortal Emperor and stopping the arrival of the Void.
Before you can take the lance to accomplish this however, it must be empowered with blessings from the gods of Eterra and used to strike down Rahyeh, the god of sky and fire.
You returned to Heorot with the Lance and gained his blessing before he succumbed to his wounds. He told you to seek out the other gods of Eterra – Lagon the god of storms to the west, and Majasa the goddess of the desert to the south – and obtain their blessings as well.
After speaking with Grael, you have decided to seek out Deep Harbor. This underground river settlement will grant passage to Lagon's domain in the west.