Like many FromSoftware games, Elden Ring is filled with optional side quests that are introduced in rather obtuse ways. Most RPGs have you speak to an NPC, then it prompts you to accept the quest with a menu, and then it places a marker on your map for the quest destination. FromSoftware's games have always handled side quests differently. In games like Dark Souls, it is a regular occurrence to encounter an NPC and finish the dialogue without necessarily knowing how to continue the side quest or even if the character has a side quest. Elden Ring is no exception to this.
Source:https://www.cbr.com/elden-ring-millicent-guide-walkthrough/