On this page of the Assassin's Creed Valhalla guide you will find a detailed walkthrough for The Banshee side quest.
If for some reason you cannot activate this side mission, perform some other action - attack a nearby bandit camp or complete another main/side mission.
Rewards: 1,200 XP.
In the place marked on the above picture, in a ruined building, you will meet a man who is clearly disturbed by something. You won't be able to communicate with him.
A wail will come from the distance, as if someone is giving vent to their suffering. Look up and smash the wooden curtain marked in the image above.
Your act will not please the mad man, who will start accusing you that his beloved has turned to dust. Defeat him in battle and search his body to complete this task.