This page of the Assassin's Creed Valhalla guide provides a detailed walkthrough of the Man of Mystery quest.
Reward for completing the mission: 6800 XP.
Tekla has been robbed, and the thieves were looking for a Saxon named Guthban. You have to search for him in the settlement.
If you want, you can ask the Saxon inhabitants of the settlement about Guthban. You can also go straight to the baker, Tarben, as he is the one the Saxon bandits were after. The man will immediately confess and talk about his past life.
Follow Tarben outside and chat with him, then follow him to where you will meet his former gang.
You will finally reach the bandits' hideout. Enter the hut and speak with their leader, Wilf.
Wilf is willing to forgive Tarben if you recover his goods. Head to the camp marked in the image above, turn on Odin's Sight and retrieve the items hidden in the chest, which will illuminate with the characteristic glow of plot-related items.
Return to the bandits' hideout, hand the goods to Wilf and go back to Ravensthorpe with Tarben. After a short conversation, the quest will end.