This really is a series of quests, they all have journals for them and it really is as clear cut as that.
To start these quests you must have become a knight of the round!
Go to Arthur, ask him grail
Current Journal: Percival of Cymru
He tells you to go see Percival. Percival is unhuntable, but he is northish from Bors, just before the Exmoor maze.
Ask percival grail
Current Journal: Seeker of the Grail
He tells you then to defeat Mordred and find Joseph
For this you do need to do it in order.
Mordred you need at least 2 people to do it. Near Bors is a ferryman, ask him passage. Then shoot/throw one until you get to the end, there are two Fallen knights along the path that you can kill for more XP as well.
Once you killed Mordred, go to Avalon and ask the King Joseph. Joseph will then come out, ask him grail. He tells you of the heir of the maimed king. Go back to Percival and ask him heir.
He then tells you to look for the Heir of Pelleas.
Current Journal: Guardians of the Grail
Go to Camelot ask Galahad Pelleas, he then tells you of the story of the lineage of his family and to meet him at the strange rock.
You have two ways to find him, one through the maze of Exmoor or head to Caerleon and go to the Ferry man there, ask man passage then just to the west is Galahad.
Ask Galahad lineage. He then tells you to go to the Strange castle.
From Percival the castle is ne2ns2e
Ask King Grail. He gives you a cup and tells you to drink it. Drink cup to leave. (Time of writing, this quest is still broken. You will need an Imm to assist you to leave it)
From there You have one of three choices of who you can give the grail to for the final item.
Current Journal: Keeper of the Grail
You can give it to Galahad, Percival or Arthur. They give three different items.
Galahad - Galahad's warhelm
Percival - Platinum Bracer
Arthur - Mark of the Pendragon