I assume you're referring to the "Messenger's Attire" quest. You have to buy the clothing from the tailor Pantaleo for 500 gold. If I remember correctly, he should be in the hotel, or near it at least (it's been awhile since I've played it). As for marking a quest active on your map, like most RPGs, most quests will show you how to get there, but there will be some that will only show the quest giver. Hope this helps.
Hi mate im using yout guide for risen 2 and would like to ask how the hell do u use the map im doing the clothes quest on caldera and it say i can mark it on the map so i went and purchased the map and marked the map. it only marks the quest giver so how do i mark where to go to do the quest as i have no idea where to go and it cant be like this for all 250 quests surely. thx mate