You three will leave town, fast travel to the next one which is only just a few miles to the west. It will be ransacked, quite recently by orcs (not like Thriin, he is human). you guys will have to fight them, then a little girl (NPC that follows you guys around) will ask you to save the village priest (though she will call him the village idiot)
this is where the true quest starts
anywyas, I will make a post describing the ransacked town as soon as you guys manage to leave Sentry, until then, have fun!