The main quest is not exactly straightforward, but hopefully it will all make sense in the end.
When you enter Baldur's Gate, you will be approached by a senior officer of the Flaming Fist named Scar. He will give you a couple of quests that are not directly related to the main quest, but once you complete his sidequests, you will be on the right track.
In the meantime, you shouldn't worry about the "proper order" of doing things. Just look for as many sidequests as you can while you're in Baldur's Gate. When you think you've finished them all, you can work on the main quest.
Your adventures up to this point have helped you to unravel a mystery. On your way to Nashkel, you learned that bandits were disrupting the flow of iron shipments throughout the land. You also learned that the iron coming out of Nashkel was tainted with a poison that made it rot. When you expelled the kobolds from the Nashkel Mines and killed Mulahey, you learned that it was all part of an elaborate plot by bad people who wanted to control the entire supply of iron. Baldur's Gate and Amn are on the brink of war because of it, and ultimately, it's up to you to prevent that war.
As you learned from the letters that a man named Rieltar wrote to Davaeorn, Tazok (the ogre you might have met briefly at the Bandit Camp) was ordered by a man named Sarevok to use his force of bandits to disrupt shipments of iron. You destroyed the bandit camp and you killed Davaeorn. In the process, you learned that an organization called the Iron Throne was behind the conspiracy. The Cloakwood Mine was being used to produce a great deal of untainted iron on behalf of the Iron Throne, but you put an end to that when you flooded the mine. Now that the Nashkel Mine is operational once again, they will no longer be able to control the supply of iron. You might have noticed that Sarevok has a strong personal desire to have you killed. You probably have an equally strong desire to kill him, too. Rieltar is the man in charge, though, so he is the one you need to look for.
As the letters explained, the Iron Throne is using one of the western noble estates as a base of operations. You're about to enter Baldur's Gate, and it shouldn't be too hard to find a building like that. So maybe you should go there and try to meet Rieltar. --But take your time.
They have already tried to have you killed repeatedly, so you probably shouldn't expect a friendly welcome.
However, keep in mind that as far as the people of Baldur's Gate are concerned, the Iron Throne is a legitimate mercantile organization that is not involved in any illegal activity that they know about. The Flaming Fist has been investigating the Iron Throne (as part of their own investigation into the iron crisis), but the Flaming Fist will not move against the Iron Throne without solid proof. Your enemies are powerful people, and you never know if someone in a position of authority might be involved in the Iron Throne's plots. As a result, the Flaming Fist doesn't know who they can trust, and you yourself need to tread carefully. There might also be innocent people involved who have no knowledge of any evil plot, so there's no need to go on a wild killing spree (unless you think you would enjoy that).
But don't worry about it! Just go have some fun and adventure for now. One the one hand, this game sometimes tries to make you feel like you need to take care of some urgent business; but on the other hand, there are so many sidequests, you can take your time. When you're ready to tackle the main plot, you know where to go. Well, you have a rough idea, anyway.
Here are copies of the letters you've seen for easy reference:
Davaeorn,
I have received your request for extra slaves. They will be sent as soon as possible. Events go well in Baldur's Gate. We have purchased one of the western noble estates to use as our base of operations. It is an ancient building, most likely constructed before the erection of the second wall. Its construction makes it very defensible against those who would thieve it. Remember to ask Yeslick if he enjoys his new accommodations.
Rieltar.
Alturiak, 1367 Davaeorn,
Our plans go smoothly. Sarevok has arrived from our headquarters in Ordulin. He brings news from our superiors; they are pleased with our progress so far. I plan to place Sarevok as the commander of our mercenary forces in the region. He has already sent his subordinate, Tazok, to the Wood of Sharp Teeth to take command of the forces located there. Things go apace here in Baldur's Gate. We have placed our first agent among the ranks of the Seven Suns trading coster.
Rieltar.
Flamerule, 1368 Davaeorn,
As you have probably heard, the iron poison has begun to take effect around the coast. With the majority of iron imports being disrupted by Tazok, almost all of it comes from the tainted source in Nashkel. The Sythillisian uprising in Amn has ensured that no forces from that nation will be able to take action against our mercenary forces. However, the Flaming Fist has caught several of the Black Talon mercenaries. All of those captured have claimed allegiance with the Zhentarim and have thus shifted any suspicion away from the Iron Throne. I have sent Tranzig to work with the mercenaries in transporting the iron to your base in Cloakwood. He has brought several bags of holding so that he, alone, will make trips into Cloakwood, thereby lessening the chance that Flaming Fist trackers might find your stronghold.
Rieltar.
Elient, 1370 Tazok,
I have noticed that your shipments of iron have slowed as of late. It is imperative that we receive another ton of ore. Step up your raids, and get a shipment to our base in Cloakwood within the next week. We need to stockpile as much ore as possible before our ultimatum is given. Also, Sarevok wants to know what has happened with the band of mercenaries. Have they been killed? You had better insure that they have been, as Sarevok will not take kindly to any other news.
DAVAEORN We have need of your services yet again, Drasus.
We are expecting an incursion at our mine location in the Cloakwood.
You are to accompany Davaeorn to the site and prevent entry or assault by anyone that is foolish enough to challenge you.
Your standard fee shall be doubled in this instance. If all goes well you should look forward to more of the same.
Rieltar