One of the stages in being able to craft Stalhrim is rescuing the Blacksmith Baldor in Skaal Village.
Note: The Stalhrim questlines become available a little AFTER you do the Miraak Temple main story quest, but in this strategy guide we are bringing them to you before this, due to popular demand. If you have not yet done the Miraak Temple quest, just continue with the storyline and eventually you will get the quests to craft Stalhrim.
Go to Skaal Village. It is located on the North East shoreline of Solstheim. See the map below to help you find its location:
There, you will hear the villagers talking about a missing blacksmith. This will trigger the Miscellaneous quest, "Ask Deor about Baldor's Disappearance". If the Stalhrim quest does not start, keep talking to villagers, then try traveling to the main continent of Skyrim and back, until the quest trigger.
Bugs/Glitches: If Deor was killed in an earlier quest where you had to rescue some villagers, you will NOT be able to start this quest and you will NOT be able to craft Skyrim. In this case, reload a save from when before Deor died.
Locate Deor in the Skaal Village. If you can't find Deor, disable all other quests and track only this Misc one, and the quest marker on your compass should lead you to him. This is how Deor looks like:
Deor tells you he is in no mood to talk. One of the Skaal has gone missing. Ask him who is missing. He tells you that it is Baldor Iron-Shaper, the Skaal's only smith. Baldor is very important to the village.
Keep talking to him to learn more about Baldor and his possible whereabouts. This will complete the MISC objective, "Ask Deor about Baldor's Disappearance", and will start the next Stalhrim crafting mission, "A New Source of Stalhrim"