on my second and third character i had the same issue and as i wasnt remembering how i figured it out first time and struggled, i'll make a guide.

So basically if you don't have anyhing even in cultivation explained and no quest icon showing anywhere you go, you must accept and do the Lantern quest in Huaixiu village you may havent done and do a small quest line (if the quest doesnt show press ctrl Y and find envoy the turquoise lantern and press start tutorial), at this location.. Once you have done all of that ♥♥♥♥ you must head back to cloudrise give the quest and you'll also notice you have another quest showing at this location (pointer on the Cloudrise Map)
Okay right now you should be good and unstuck, you can head to Baxian Plateau !

to open the menu where you can find the lantern and put it into your skill slot to use it , the key is CTRL Y.