It took me forever to figure this out (different mission, same problem).
Any way when quests and such get added to your map, they aren't marked on your world map. You have to open your journal then there should be a tab on the bottom left I think that says view map or something. When you hit that tab it will open up a world map with the location marked.
FFXI:Sylph - Perrin 75 Hume THF; Retired (At least from my use any way)
EVE Online:ScraperX; Retired
WAR:IronClaw- Peryn SW;SkullThrone- Grymloc BO; Retired