Interacting with the first milestone does nothing
Do you have symbols to place on the milestones ?
You get them mostly in dungeons located on the same map.
You need the correct symbol to place on a milestone, every symbol has a specific stone to place it.
You do not need to place each symbol to complete the quest, you can complete it with the same symbol over and over.
You should mark the milestones on your map with their name, so that you don’t have to run the length of the map to find the right one once you have a symbol. Also, remove the markers when you successfully place a symbol on a milestone.