This will be the first one that you can get. You'll need to assemble some items and plant them on the body of the Guard Captain. First, open all three chests in the market and take the stolen items.
Next, find the Mage's Collective markers. The first will be where the Mage's Collective bag is (remember from the original game?). The next marker is to the west of that spot (north is straight up on the map). The second marker is near where you started. Those will reveal the location of the cache, which is right across from the gates to the Alienage. When you get there, you'll have to fight a mage and a golem.
Next, attack the noble, Bann Perin, and then steal his underlings.
The last piece is Jovi Merce. After you kill him, take his corpse and then plant all of the items on the unconscious Guard Captain.
After planting all of that, signal Marjorlaine and talk to her. During the conversation, this will unlock if you got everything planted.