After the lengthy cutscene following the High School Escape, you'll immediately have to deal with some bandits. Hammer the square button to get away from the one who threatens to cut your throat, then ...
As you step outside, you'll be greeted by Thekh-Ihir once more. Before speaking to him, turn to the left and go to the edge of the cliff to grab the Map of Forsaken Fen. Now go over to Thekh-Ihir.