When you reach lvl 20, he asks you to come see him, then proceeds to ask you to go to Grizzleheim. HOWEVER, like you, when I first tried that, I had not first talked to the bear in olde town, taken the tour, yada yada, making it so when I went to Ambrose he said nothing to me. So I went to the bear and did that quest real quick, then went back to Ambrose, and he then told me to go to Grizzleheim. Try that, hope it helps. Good luck.
There is also a bug, where Merle likes to keep asking you to come see him. /sigh lastnight I got 2 messages from him once I dinged saying come see me, I went and he had nadda. Of course I am already past level 20, and did both the bear quest, and the level 20 quest he gives to go to GH. I can only assume that I reached a new tier and that he wanted me to go back to GH was one of the messages and then the bug was the 2nd of the messages. Since I really haven't done GH on this character I don't know if I actually do GH if he will suddenly have more for me.
We have an account that was being played A LOT this weekend that is a Storm account and every single time that character would level up Ambrose would ask for her to come see him. This Storm character started this past weekend at a level 24 and reached level 31 last night.