On this page of our AC Valhalla Dawn of Ragnarok guide, you can find a walkthrough for Crystal Cave story mission. This is a very short quest that unlocks access to a string of new missions.
Right after completing Gift to the God story quest, you'll unlock another one - Seeking Shelter. One of its elements is to find the Grenhellir shelter, it is located in the northern part of Gullnamar. Reaching it is described in detail on a dedicated page of the guide.
As soon as you enter the shelter, the Crystal Cave story quest will be unlocked. This one is short and involves talking to a woman named Gunborg. If you can't locate her on your own, use Odin's Sight (R3 on consoles, V on PC). You'll receive a new story quest - Finding Frithjof.