once you accept the quest "Lets start the adventure"
You will also have to accept the 5 quests...
"How it sparkles" .. 7 hours gemstone search... completion of which will give you the lamp
"Let it run"...8 hours of demolishing the damn.. completion of which will give you the pick axe..
However i would suggest you start with the "East West Quest"... wherein you will get the compass.. equip the compass and you would have you a bonus of by a few skill points towards horse riding..