When you get to Wendel, there will be a short cutscene , now the cathedral is to the north but don't go there yet, there are quests to do first.
When you go North, you will hear a bard called Lester sing. After the cutscene you can talk to him. You probably should also talk to the Gray-Haired man in one of the Inn's Rooms then make sure that you have completed the Soldier and the Glittering Sword quest because you can't go back and do those again and you will miss some lucrative opportunities. Now go to the Cathedral when you've done those.