Where are you up to? Have you triggered the major irreversable plot event (you'll know what I'm talking about)? If so, you should have been directed to an outpost called The Great Northern Wall. On the map it appears as a flashing shield. In this outpost, there is an 'Enter Mission' button in the party window. This will continue the plot.
If you haven't triggered that event, go speak to Sir Tydus in Ascalon City.
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I was going to link a really useful page on the wiki but I can't find it atm.
http://guildwiki.gamepedia.com/Missi...8Prophecies%29
Note that that's the unofficial wiki. It predates the
official one, which you should generally use as it's more up to date. I link to the unofficial one here only because I find it much preferable to the counterpart on the official wiki.