This is not a bug and i figured it out. I hope it helps you as well.
I had taken the first quest and gone to Lilial Dawnburst, but for some reason didn’t pick up her quests. I had to go down to the Azure Span and talk to her there to continue on.
Each quest after you take it to the corresponding NPC, they’ll give you a follow up quest. You must have forgotten to pick that quest up. Check the chain and see where you are on the chain and you’ll find the quest where you didn’t pick up