This happened to me twice so far when I was level 32 or 33 and either 35 or 36. I asked about it on another site but never got an answer. :/ The second time he said to come back because he had something for me, but didn't say anything special when I got there.
Hopefully someone who knows will see this, because i would hate to miss quests due to a glitch.
my death wizard just reached level 38 and the same thing happened to him. he was asked to go see Merle, he had something he needed me to do, but when i got there, he had nothing to say. luckily i needed to go see Mortis, so it wasn't a wasted trip.
I am a level 49 and Headmaster Ambrose appeared to me while getting my level 48 spell. When I went to talk to him he gave my a quest for Grizzlehiem. There may be a glitch or something the best thing to do is contact the servers and ask them to help you with this issue. I hope this helps you. :-D
I don't know where I answered this before, but I'll try and answer as best as possible again. There is a quest you receive at lvl 20, from Amrbose, to visit Grizzleheim. However, since the patch, you might have been a higher lvl already, and so what ever lvl you reached, upon lvling up, it most likely just played the sound for you to visit, but when you had, nothing happened. Why? It could be because you haven't done the initial quest, for Baldur in Olde Town, where he takes you on a tour of Grizzleheim. When I had the initial beckoning by Ambrose, the same thing happened to me. I was confused, but then I remembered that I hadn't gone to Baldur yet. So I did that real quick, then went back to Ambrose, and he was able to go on with asking me to visit Grizzleheim for him.
I got the call from Ambrose at level 22 and he had nothing to tell me. That was a couple days ago, I'm almost to level 24 now and today just went to his office on a whim and sure enough he had a quest for me to go see the King in Grizzleheim. Now, I had already met with the King, but I went back and was awarded XP for doing so. (190, I think)