As you travel around Skyrim, you'll almost certainly come across a book about the story of Red Eagle, a native to the land before the arrival of the Nords. Going by what the book tells, he made a valiant stand against the foreigners and, for his trouble, was slain. His semi-legendary sword is the focus of the book from there on, as the blade supposedly has mystical properties- and through the use of it, Red Eagle may well rise again to kick out the foreign people- which in this case happens to include not only the Empire and the Thalmor, but also the Nords.
As might be expected, this is more than a little connected to the Forsworn, the fur-wearing bone-wielding people who plague the Reach despite the best efforts of the Jarl of Markath. In fact, finding the book begins a quest line that will lead you into the middle of the Reach, to some of the largest Forsaken camps in the entire kingdom, on a quest for Red Eagle's sword and to prevent his rising again.
You can encounter the story of Red Eagle in books that are found all over the land of Skyrim, but it's also worth noting that you can just head to the relevant location yourself and deal with the entirety of the quest from start to finish there. This is particularly useful for those who aren't interested in any of the books other than the skill-increasers, as they may miss all of the copies of The Legend of Red Eagle entirely. The books will direct you to Red Eagle's Ascent, in the Southwest portion of Skyrim- it is found near the area where the main local river splits and then reconverges. The simplest approach to Red Eagle's Ascent starts by going through the Karthspire camps, which are initially reached by starting where the river splits.
Approach Red Eagle's Ascent from Karthspire Camp by going to the iron ore vein visible from the platforms- instead of following the river, though, locate the elk skull at the riverside and head right up the slope behind it.
Hang a right after the juniper tree and you'll find yourself trekking up a rocky gulch towards a cave- be wary as a melee-archer pair of Forsworn are making camp here outside the cave, which is itself the entrance to the outdoor 'dungeon' that is Red Eagle's Ascent.