"Investigate the shrine" is an objective in the quest "Dragonborn" in Skyrim: Dragonborn.
Walkthrough[edit]
Go from Raven Rock to the Earth Stone Shrine
The shrine is located to the Southwest of Raven Rock. See the map below on how to get there:
When you get to the shrine, activate the Earth Stone. When you regain control of your character, talk to Neloth to complete this objective.