The following walkthrough guides you through quests related to Knights of the Nine, a sort of guild that you will rebuild and bring back to its greatness. In order to start these quests, travel to Anvil and talk to any NPC in there. You should notice a new conversation topic, concerning the attack on the local chapel
Go to Anvil and listen to the local NPC gossip. You'll get an on-screen message saying "New top: Eight and One". Talk to anyone and ask about the attack on Anvil chapel.
Near the eastern gate of the city you'll see The Prophet. Talk to him using all dialogue options and admit that you'd like to gather all of the Crusader's relics. He'll eventually give you a Washrines Map, indicating 9 shrines you have to pay a visit to in order to set things into motion. Before leaving Anvil go to the Chapel of Dibella. Inside grab a key from one of the bodies and get to the Chapel Hall. In there, you'll find some books on the history of the Crusader.
The map that the Prophet gave you (shown above) lacks accuracy. As the Shrines' locations don't appear as map markers, use the screenshots below to know the exact locations of all of them.
HINT: Completing the "Pilgrimage" quest sets your infamy to 0, and you can complete it as many times as you need to.
Arkay - near Brina Cross Inn
Mara - near Cursed Mine
Dibella - near Fort Camala
Akatosh - near Bruma Caverns
Julianos - near Fort Sejanus
Kynareth - near Fort Entius
Talos - near Hircine's Shrine
Zenithar - near Flooded Mine
Stendarr - near Sheogorath's Shrine