I'm confused with these dungeons. I didn't get any quests to go into them, yet i can go into each one. Is there a quest to do them? I want to know so I don't do them now, then have to repeat them.
You will get a quest at Level 40 – "The King and I" (to talk to Valgard GoldenBlade). Valgard gives you another quest - “The Bigger They Are” (to go to Nidavellier to defeat Jotun).
Nidavellir is made up of three parts: Helgrind Warren, Winterdeep Warren, and the Hall of Valor. If you go directly to the Hall of Valor, you will meet Jotun, his two brothers, and one minion.
I found it easier to do Nidavellir in three parts: Helgrind Warren, Winterdeep Warren, then the Hall of Valor. That way, I eliminated two of his brothers in the first two areas. So there was only Jotun and one of his helpers left. That made it much easier.
This link gives details on the three areas, and it has a good map for Winterdeep Warren that will help you avoid extra battles in that area. Don't forget to pick up the "book" in there too. Before you go "up the ramp" at the end to get Grettir, turn left and the book is in that area.