When new Tenno first arrive at Cetus, they will have a lot of things they need to do. When they come back from completing their first Bounty, they will have the option to start the Saya’s Vigil quest. To do so, talk to Konzu and choose the “A Personal Favor” option.
After speaking to Konzu, he will tell you about a woman who lives on the outskirts of Cetus. Her husband, Onkko, went missing many years ago, and he wishes you to try and find out where he is. A mysterious group, known as The Quills, has been whispering about Onkko, and he wants to know what is going on. He hasn’t spoken with Saya in a long time, so he asks the Tenno to go and talk to her on his behalf. The question you might be left asking yourself is where Saya is.
At this point, a white objective marker should appear on your map, but this often bugs out, leaving you to have to track down Saya yourself. If you need to do this, turn left from Konzu and follow the outermost path around the marketplace. If you are facing into Cetus, with your back to the door to the Plains, you need to head around on the right path. You will eventually pass a red hut, and come up to an overhand with some blue banners near it. Saya will be there. If you go up and interact with her, you will be able to continue the quest.
This should help you track down Saya’s location quite easily, and in the image above you can see exactly where it is on the map of Cetus. Once you talk to her, you can continue with the Saya’s Vigil quest, then get back to doing Bounties for Konzu who is always after those early lunches. Don’t forget to try farming Tusk Thumpers for some solid rewards, and you can always try and find some rare fish for resources and Standing on the Plains of Eidolon.