In Assassin's Creed: Shadows, Naoe's quest to avenge her father begins with tracking down those responsible. Your first targets are Imai Sokyu and a tea merchant. Here's how to find them:
Imai Sokyu's Location in Assassin's Creed: Shadows

The clues point to Imai Sokyu's whereabouts: western Settsu, southwestern Sakai. If you have scouts deployed, simply use the map to have them investigate southwestern Sakai. Otherwise, head to Sakai's Money Changer District. Use your L2 button to scan the area; a blue dot will indicate Imai Sokyu's location.
Following a short chase and a conversation in a teahouse, you'll receive your next objective.
Locating the Tea Merchant in Assassin's Creed: Shadows
Finding the tea merchant is straightforward. They're located in northern Sakai. Use your L2 button to scan and locate the blue marker.
This encounter will advance the quest, teaching Naoe about the tea ceremony, bringing you closer to obtaining the Golden Teppo.
This covers locating Imai Sokyu and the tea merchant in Assassin's Creed: Shadows. For more Assassin's Creed: Shadows guides, including difficulty settings and romance options, check out The Escapist.