What do you have to do to rescue Nalia when she gets taken by that guy that wants to marry her?

Hi lunitari,
There should have been a guard who approaches you immediately after Nalia is kidnapped who provides the clues for you to follow to rescue Nalia. If this guard did not approach you then you will need to reload a saved game prior to Nalia's kidnapping and go through it again. Save often...
There seems to be an occasional fluke where this guard does not approach you. I had this happen during one of my games, and your first contact will not be there because the event never triggered .
GL