This is one of three main quests that will appear in your journal after helping the mysterious beggar, which means completing the "Mysterious Man" main quest.
Strange sounds are coming from the iron grate the old beggar was lying on top of.
True Wisdom in Kindness
Quest stages of True Wisdom in Kindness
1. Investigate the sewer
Open the hatch that the beggar was lying on moments ago and head down into the sewers.
Go down the stairs, and at their base, turn left. At the very end on the left, you'll find a treasure chest. Open it to obtain the Grace Plate Helm.
Return to the central part of the sewers and jump across the collapsed floor sections to reach the other side.
Approach the noblewoman and cut her bonds to free her. Once you do this, she will hand you a Sealed Letter and disappear. The quest will end, and you will be able to leave the sewers.
You received a letter and a word of thanks before the noblewoman you freed vanished from the sewer.