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This quest is given by the Tzarina: For Tzarina Snezhana in the Hospital, Fortress of Zlatograd, bring her news of her son, daughter and daughter-in-law and some sign they're still alive.
Are you sure you mean Bring News?
The Tzarina tells you to talk to General Belomor to find the way out of the city. No one really knows anything else. So you have to leave Zlatograd and explore.
She's relying on you to find out what happened to Prince Ivan, Princess Zabava and Princess Vasilisa. That means you need to find each of them. You need to bring her a Pigeonmail letter from Vasilisa and Ivan's ring. You probably have much more of the game to do before you can accomplish this. You probably won't find Ivan until the end.