Assuming you have made it to Baldur's gate already, right across the street from the Tavern. You'll see they guy standing outside. Since this is your first time to find him, he should have an exclamation point over his head too.
You do have a 3-4 areas to clear before you get to baldur's gate. If you need stuff, you have to find it. If you have too much stuff, drop the lowest value items as you go along. | 
shops 
Linear Mode
