The Lost Caravan is quite an easy quest, but getting to Norvos may pose some trouble as you might stumble upon some Dorthraki Raiders near Ruins of Ny Sar or large groups of mountain bandits near Chomokh. When you get the quest you might encounter large groups of bandits near Chomokh but not necessarily.
1. Speak to Andaria in the Castle of Norvos, upstairs.
2. Speak to Moredo Tendyris in the Norvos tavern.
3. Go to the Old Cave that appears on the map near Bears Den. (version 1.4)
(version 2.1: Near Haven, left of Norvos)
4. Go through the cave, there you will encounter 5-6 bandits that you have to slay.
5. Speak to Moredo Tendyris in the Norvos tavern.