A Cold Faith is one of the early Diablo 4 side quests featured in the Fractured Peaks region of the video game developed by Blizzard Entertainment.
It is also one of the most accessible side-quests because all you have to do is find the Pilgrimβs Journal, followed by Priest Matvey, an important NPC stationed in the small village known as Margrave.
Diablo 4 A Cold Faith is therefore an introductory quest that will lead you to a new settlement in Fractured Peaks.
Here is where to find the Pilgrimβs Journal and Matvey in order to complete A Cold Faith quest.
How To Start A Cold Faith Quest in Diablo 4
To trigger, or start A Cold Faith side-quest, first, you must complete the Prologue and enter Kyovashad, the largest city in Fractured Peaks.
Once you finish the Prologue, you can undertake most Fractured Peaks side-quests, including A Cold Faith, so head southeast of Kyovashad towards the location marked on the map below.

When approaching the spot on the map, look for an NPC sitting close to the crossroads.
In front of the said NPC, youβll see a book on the ground. This is the Pilgrimβs Journal youβll have to interact with to start A Cold Faith.

When you interact with the Pilgrimβs Journal, youβll be able to read the following entry:
βPriest Matvey say Iβm ready. I shall leave Margrave at dawn. The journey will be long, but my faith is endless. Light, grant me safe passage to the monster, that I may better know your grace within its hollowed halls.β
Judging by the Pilgrimβs Journal entry, itβs safe to assume it belongs to someone who didnβt make it to the monastery. As such, you must inform Priest Matvey that the pilgrim died.
Where To Find Priest Matvey in Margrave
Priest Matvey is found southwest of your current location, where you have found the Journal, as shown on the following map.

The path leading to Margrave is relatively short, and when you enter the village, you only need to find the NPC sitting near the pyre in the central area.
Talk to Priest Matvey, who will be disappointed that the pilgrim died but will still reward you with a Herb Cache for bringing the news. As said, Priest Matvey is a key character in Diablo 4, and youβll meet him again when you work on saving Sister Octavia (Faith in Blood side-quest).
Make sure you visit him often because talking to this strange priest triggers one of the 35 Fractured Peaks side-quests.